Add to ORKGABSTRACT. By means of nonstandard analysis we establish some lifting theo-rerns for two parameter stochastic processes, for two parameter martingales and for weak, strong and i-martingales. We also prove that the standard part of an internal martingale is a standard larc martingale (a two parameter version of a cadlag martingale). A basic nonstandard two parameter stochastic integral is introduced. An integral representation of Wong and Zakai proves to be a very useful tool for our purposes
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
In this paper we present a martingale formula for Markov processes and their integrated process. Thi...
Examples of square integrable martingales adapted to processes with independent increments and ortho...
By means of nonstandard analysis we establish some lifting theorerms for two parameter stochastic pr...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
Sorne nonstandard filtrations and martingales are defined and some relations between them and the st...
tablecen algunas relaciones entre ellas y sus partes estándar con parámetros. Se presentan también a...
In this paper we exhibit some decompositions in orthogonal stochastic integrals of two-parameter squ...
AbstractLet M be a square integrable martingale indexed by [0, 1]2 with respect to a filtration whic...
AbstractThe well-known Doob-Meyer decomposition of a supermartingale as the difference of a martinga...
The well-known Doob-Meyer decomposition of a supermartingale as the difference of a martingale and a...
AbstractWe introduce a class of two-parameter processes which are diffusions on each coordinate and ...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
In this thesis we establish almost sure invariance principles (ASIP's) for strong martingales indexe...
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
In this paper we present a martingale formula for Markov processes and their integrated process. Thi...
Examples of square integrable martingales adapted to processes with independent increments and ortho...
By means of nonstandard analysis we establish some lifting theorerms for two parameter stochastic pr...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
Sorne nonstandard filtrations and martingales are defined and some relations between them and the st...
tablecen algunas relaciones entre ellas y sus partes estándar con parámetros. Se presentan también a...
In this paper we exhibit some decompositions in orthogonal stochastic integrals of two-parameter squ...
AbstractLet M be a square integrable martingale indexed by [0, 1]2 with respect to a filtration whic...
AbstractThe well-known Doob-Meyer decomposition of a supermartingale as the difference of a martinga...
The well-known Doob-Meyer decomposition of a supermartingale as the difference of a martingale and a...
AbstractWe introduce a class of two-parameter processes which are diffusions on each coordinate and ...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
In this thesis we establish almost sure invariance principles (ASIP's) for strong martingales indexe...
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
In this paper we present a martingale formula for Markov processes and their integrated process. Thi...
Examples of square integrable martingales adapted to processes with independent increments and ortho...