A note on stochastic integrators

DOI10.1017/S0305004100068663zbMath0707.60045OpenAlexW2126348187MaRDI QIDQ3488959

D. A. Edwards

Publication date: 1990

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0305004100068663

zbMATH Keywords

stochastic integrationsemimartingalelocal martingalequasimartingaleBurkholder martingale transform inequality

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

Riemann-integration and a new proof of the Bichteler-Dellacherie theorem

Cites Work

• Un survol de la théorie de l'intégrale stochastique
• Stochastic integration and \(L^ p-\)theory of semimartingales
• Martingales and stochastic integrals. I
• Martingale Transforms
• Quasimartingales, martingales locales, semimartingales et filtration naturelle
• Quasi-Martingales.

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