PROCESSES HAVING ORTHOGONAL INCREMENTS AND STOCHASTIC INTEGRATORS

DOI10.1081/SAP-100002017zbMath0996.60061MaRDI QIDQ2746374

Michael L. Green

Publication date: 27 February 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

independent incrementsweak martingale\(i\)-martingale

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Cites Work

• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane

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