Complex valued multiparameter stochastic integrals

DOI10.1007/BF02218046zbMath0837.60049OpenAlexW2062790431MaRDI QIDQ1900165

Jan Ubøe

Publication date: 20 May 1996

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02218046

zbMATH Keywords

stochastic integralscomplex analysismultiparameter martingales

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (4)

Stabilization of stochastic complex-valued coupled delayed systems with Markovian switching via periodically intermittent control ⋮ Synchronization of coupled stochastic complex-valued dynamical networks with time-varying delays via aperiodically intermittent adaptive control ⋮ \(H_\infty\) estimation for stochastic semi-Markovian switching CVNNs with missing measurements and mode-dependent delays ⋮ Dissipativity of the stochastic Markovian switching CVNNs with randomly occurring uncertainties and general uncertain transition rates

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• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Stochastic differential equations. An introduction with applications.

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