Set indexed strong martingales and path independent variation-Reference-Cited by-同舟云学术

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Set indexed strong martingales and path independent variation

Published:2009-04 Issue:8 Volume:79 Page:1083-1088
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Yosef Arthur

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference11 articles.

1. Set-indexed Ito calculus along paths;Aletti;Stochastic Analysis and Applications,2004

2. Stochastic integrals in the plane;Cairoli;Acta Mathematica,1975

3. A characterization of the set-indexed Brownian motion by increasing paths;Herbin;Comptes Rendus Académie des Sciences Paris. Section,2006

4. Set-indexed martingales;Ivanoff,1999

5. What is a multi-parameter renewal process?;Ivanoff;International Journal of Probability and Stochastic Processes,2006

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Karhunen–Loève expansion of a set indexed fractional Brownian motion;Statistics & Probability Letters;2020-01

2. Supermartingale decomposition with a general index set;Stochastic Processes and their Applications;2010-07

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