A stochastic calculus for continuous N-parameter strong martingales-Reference-Cited by-同舟云学术

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A stochastic calculus for continuous N-parameter strong martingales

Published:1985-07 Issue:1 Volume:20 Page:1-40
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Imkeller Peter

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference27 articles.

1. Locally Solid Riez Spaces;Aliprantis,1978

2. Semi-martingales indexés par une partie de Rd et formule de Ito;Allain;Cas continu Z. Wahrsch. verw. Gebiete,1984

3. En guise d'introduction;Azéma;Astérisque,1978

4. Local nondeterminism and local times of general stochastic processes;Berman;Ann. Inst. H. Poincaré,1983

5. Markov processes and potential theory;Blumenthal,1968

Cited by 8 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. Multidimensional Quantum Stochastic Integrals;AIP Conference Proceedings;2011

2. Functional law of the iterated logarithm for fields and its applications;Ukrainian Mathematical Journal;1997-07

3. Inequalities and duality results with respect to two-parameter strong martingales;Analysis Mathematica;1997-01

4. Existence and Continuity of the Quadratic Variation of Strong Martingales;Convergence in Ergodic Theory and Probability;1996-12-31

5. Duality results and inequalities with respect to Hardy spaces containing function sequences;Journal of Theoretical Probability;1996-04

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