Stochastic integrals of point processes and the decomposition of two- parameter martingales

DOI10.1016/0047-259X(89)90090-0zbMath0682.60034OpenAlexW2087089687MaRDI QIDQ1824278

Peter Imkeller

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0047-259x(89)90090-0

zbMATH Keywords

orthogonal decompositiontwo-parameter martingalepoint measures as integrators

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Random measures (60G57)

Related Items (1)

The transformation theorem for two-parameter pure jump martingales

Cites Work

• Calcul stochastique et problèmes de martingales
• Stopping for two-dimensional stochastic processes
• Two-parameter martingales and their quadratic variation
• Stochastic integrals in the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:3852895 Sur la r�gularit� des trajectoires des Martingales � deux indices]
• [https://portal.mardi4nfdi.de/wiki/Publication:3868548 Th�or�mes de section et de projection pour les processus a deux indices]
• On regularity of multiparameter amarts and martingales
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