8. Two-Parameter Martingales

  1. Nicolae Dinculeanu

Published Online: 30 SEP 2011

DOI: 10.1002/9781118033012.ch8

Vector Integration and Stochastic Integration in Banach Spaces

Vector Integration and Stochastic Integration in Banach Spaces

How to Cite

Dinculeanu, N. (2000) Two-Parameter Martingales, in Vector Integration and Stochastic Integration in Banach Spaces, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118033012.ch8

Publication History

  1. Published Online: 30 SEP 2011
  2. Published Print: 21 JAN 2000

ISBN Information

Print ISBN: 9780471377382

Online ISBN: 9781118033012

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Keywords:

  • two-parameter martingales;
  • square integrable martingales;
  • decomposition theorem;
  • Hilbert spaces;
  • isometric isomorphism

Summary

This chapter contains sections titled:

  • Martingales

  • Square integrable martingales