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zbMath0629.60051MaRDI QIDQ3766585

Yuliya S. Mishura

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Itô-formula change of variable formula for two-parameter martingales stochastic integrals with respect to some integer-valued measures

Mathematics Subject Classification ID

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

Related Items (3)

Boundary noncrossings of additive Wiener fields ⋮ The transformation theorem for two-parameter pure jump martingales ⋮ Stochastic integrals of point processes and the decomposition of two- parameter martingales

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