Changing time for two-parameter strong martingales

D. Nualart; M. Sanz

Annales de l'I.H.P. Probabilités et statistiques (1981)

  • Volume: 17, Issue: 2, page 147-163
  • ISSN: 0246-0203

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Nualart, D., and Sanz, M.. "Changing time for two-parameter strong martingales." Annales de l'I.H.P. Probabilités et statistiques 17.2 (1981): 147-163. <http://eudml.org/doc/77160>.

@article{Nualart1981,
author = {Nualart, D., Sanz, M.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {two parameter martingales; stopping set; time change},
language = {eng},
number = {2},
pages = {147-163},
publisher = {Gauthier-Villars},
title = {Changing time for two-parameter strong martingales},
url = {http://eudml.org/doc/77160},
volume = {17},
year = {1981},
}

TY - JOUR
AU - Nualart, D.
AU - Sanz, M.
TI - Changing time for two-parameter strong martingales
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1981
PB - Gauthier-Villars
VL - 17
IS - 2
SP - 147
EP - 163
LA - eng
KW - two parameter martingales; stopping set; time change
UR - http://eudml.org/doc/77160
ER -

References

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  1. [1] R. Cairoli and J.B. Walsh, Stochastic integrals in the plane. Acta Math., t. 134, 1975, p. 111-183. Zbl0334.60026MR420845
  2. [2] R. Cairoli and J.B. Walsh, On changing time. Lecture Notes in Math., t. 581, 1977, p. 349-355. Zbl0369.60049MR517902
  3. [3] R. Cairoli and J.B. Walsh, Regions d'arrêt, localisations et prolongements de martingales. Z. Wahrsheinlichkeitstheorie und Verw. Gebiete., t. 44, 1978, p. 279- 306. Zbl0369.60043MR509203
  4. [4] E. Wong and M. Zakai, Weak martingales and stochastic integrals in the plane. Ann. Probability, t. 4, 1976, p. 570-586. Zbl0359.60053MR517927
  5. [5] E. Wong and M. Zakai, An extension of stochastic integrals in the plane. Ann. Probability, t. 5, 1977, p. 770-778. Zbl0376.60060MR448555
  6. [6] E. Wong and M. Zakai, Differentiation formulas for stochastic integrals in the plane. Stochastic Processes and their Applications, t. 6, 1978, p. 339-349. Zbl0372.60078MR651571

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