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Lifting theorems for some classes of two parameter martingales

open access: yes, 1998
Summary: By means of nonstandard analysis we establish some lifting theorems 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 càdlàg martingale).
openaire   +2 more sources

Non-commutative L p spaces and Grassmann stochastic analysis. [PDF]

open access: yesProbab Theory Relat Fields
De Vecchi F   +3 more
europepmc   +1 more source

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