Two-Parameter Martingales and Their Properties

Pavel S. Knopov and Olena N. Deriyeva
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Pavel S. Knopov: V.M. Glushkov Institute of Cybernetics National Academy of Sciences of Ukraine
Olena N. Deriyeva: V.M. Glushkov Institute of Cybernetics National Academy of Sciences of Ukraine

Chapter Chapter 1 in Estimation and Control Problems for Stochastic Partial Differential Equations, 2013, pp 1-35 from Springer

Abstract: Abstract This chapter provides well-known results concerning the properties of two-parametric martingales and stochastic integration on the plane. We begin with the auxiliary chapter, which also contains some facts which are of independent interest. Our standard references for the results below are [20–24, 40, 42, 44, 47, 48, 65, 71].

Keywords: Stochastic Integral; Isometric Correspondence; Continuous Square; Stochastic Measure; Lebesgue-Stieltjes Sense (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-1-4614-8286-4_1

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DOI: 10.1007/978-1-4614-8286-4_1

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