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Stochastics and Stochastic Reports Volume 27, 1989 - Issue 3
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Original Articles

A class of two-parameter stochastic integrators

Peter Imkeller Mathematisches Institut der Ludwig, Maximilians-Universität Munchen, Theresienstrasse 39, 8000 München 2, Federal Republic of Germany
Pages 167-188 | Received 25 Apr 1988, Published online: 04 Mar 2011

References

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  • Bichteler , K. 1981 . Stochastic integration and Lp-theory of semi-martingales . Ann. Probability , 9 : 49 – 89 .
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  • Chevalier , L. 1982 . Martingales continues a deux paramètres . Bull. Sc. Math , 106 ( 2 ) : 19 – 62 .
  • Dellacherie , C. and Meyer , P. A. 1980 . Probabilités et Potentiel , Paris : Hermann .
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  • Hürzeler , H. 1982 . Quasimartingale und stochastische Integratoren mit halbgeordneten Indexmengen, Dissertation , ETH Zurich .
  • Hürzeler , H. 1985 . Stochastic integration on partially ordered sets . J. Multiv. Analysis , 17 : 279 – 303 .
  • Ikeda , N. and Watanabe , S. 1981 . Stochastic differential equations and diffusion processes , North Holland : Kodansha, Amsterdam .
  • Imkeller , P. 1986 . A note on the localization of two-parameter processes . Probab. Th. Rel. Fields , 73 : 119 – 125 .
  • Imkeller , P. 1988 . The Structure of Two-Parameter Martingales and their Quadratic Variation , Vol. LNM 1308 , Berlin : Springer .
  • Nualart , D. 1984 . Variations Quadratiques et Inégalités pour les Martingales a Deux Indices , Berlin : Univ. Barcelona . Preprint
  • Nualart , D. 1984 . On the quadratic variation of two-parameter continuous martingales . Ann. Probability , 12 : 445 – 457 .
  • Nualart , D. 1984 . Une formule d'ltô pour les martingales a deux indices et quelques applications . Ann. Inst. Henri Poincaré , 20 : 251 – 275 .
  • Sanz , M. 1987 . r-Variations for Two-parameter Continuous Martingales and Itô's Formula , Berlin : Univ. Barcelona . Preprint

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