Representation of the square integrable martingales generated by a two-parameter Lévy process

DOI10.1007/BF01844630zbMath0476.60049OpenAlexW1981484465MaRDI QIDQ3933725

Maria Eulália Vares

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1007/bf01844630

zbMATH Keywords

Levy process2- parameter Levy processesrepresentation of the square integrable martingales

Mathematics Subject Classification ID

Random fields (60G60) Generalizations of martingales (60G48) Stochastic integrals (60H05)

Related Items (2)

Two-parameter Lévy processes along decreasing paths ⋮ Stochastic integral representations for multiparameter random fields with stationary independent increments

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The martingales of an independent increment process
• Stochastic integrals in the plane
• Differentiation formulas for stochastic integrals in the plane
• Some Strassen-type laws of the iterated logarithm for multiparameter stochastic processes with independent increments
• Some results on local growth of two-parameter Lévy processes
• Representation and transformation of two-parameter martingales under a change of measure
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Some Sample Function Properties of the Two-parameter Gaussian Process

This page was built for publication: Representation of the square integrable martingales generated by a two-parameter Lévy process