Bimeasures and measures induced by planar stochastic integrators

DOI10.1016/0047-259X(86)90094-1zbMath0615.60034MaRDI QIDQ1820497

Ely Merzbach, Moshe Zakai

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

bimeasuresweak martingaleDoob-Meyer-Cairoli decompositionstochastic integrators

Mathematics Subject Classification ID

Stochastic integrals (60H05) Foundations of stochastic processes (60G05)

Related Items (6)

Doob-Meyer decomposition for set-indexed submartingales ⋮ Strong solutions of stochastic differential equations for multiparameter processes ⋮ Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane ⋮ Representation of multilinear operators on $\times C_0(T_i)$ ⋮ On integration in Banach spaces, XI. Integration with respect to polymeasures ⋮ Worthy martingales and integrators

Cites Work

• \(C\)-Bimeasures \(\varLambda\) and their integral extensions
• Planar semi-martingales
• Stochastic integration and \(L^ p-\)theory of semimartingales
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• Predictable and dual predictable projections of two-parameter stochastic processes
• [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales]
• On two-parameter semimartingales
• On Definitions of Bounded Variation for Functions of Two Variables
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