On the transformation of martingales with a two dimensional parameter set by convex functions

DOI10.1007/BF00532793zbMath0558.60042OpenAlexW2020327160MaRDI QIDQ3223629

Xuan Loc Nguyen, Nguyen Minh Duc

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532793

zbMATH Keywords

Ito formulatwo dimensional martingale

Mathematics Subject Classification ID

Random fields (60G60) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cites Work

• Stochastic integrals in the plane
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