Stochastic integrals on general topological measurable spaces

DOI10.1007/BF00532794zbMath0519.60054OpenAlexW2083668888MaRDI QIDQ3668590

Zhi Yuan Huang

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/bf00532794

zbMATH Keywords

locally square integrable martingale measuresrandom Radon-Nikodym derivative

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items

Quantum martingale measures and stochastic partial differential equations in Fock space, Poisson stochastic integration in Hilbert spaces., The set-indexed Itô integral, Multimartingales, spectral measures and stochastic integration, Remarks on Hilbert-space-valued multimartingale measures

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