Weak Martingales and Stochastic Integrals in the Plane

• 1 August 1976
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 4  (4) , 570-586
• https://doi.org/10.1214/aop/1176996028

Abstract

Keywords

• MARTINGALES
• WIENER PROCESS
• RANDOM FIELD
• STOPPING TIME
• STOCHASTIC CALCULUS