DISCRETE-TIME MARTINGALES WITH SPATIAL PARAMETERS

DOI10.1081/SAP-120014555zbMath1012.60046MaRDI QIDQ4797325

No author found.

Publication date: 16 June 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

regularity propertiesstochastic difference equationmartingale transformsdiscrete-time Itô formula

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Related Items (2)

A DISCRETE-TIME ITÔ'S FORMULA ⋮ Nonlinear Stochastic Difference Equations Driven by Martingales

Cites Work

• Discrete–time nonlinear filtering with marked point process observations: ii. risk–sensitive filters
• Unnamed Item
• Unnamed Item

This page was built for publication: DISCRETE-TIME MARTINGALES WITH SPATIAL PARAMETERS