@article{TVP_2011_56_1_a9,
author = {N. A. Kolodij},
title = {On the measurability with respect to a parameter of stochastic integral driven by two-parametric strong martingale},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {159--167},
year = {2011},
volume = {56},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2011_56_1_a9/}
}
TY - JOUR AU - N. A. Kolodij TI - On the measurability with respect to a parameter of stochastic integral driven by two-parametric strong martingale JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2011 SP - 159 EP - 167 VL - 56 IS - 1 UR - http://geodesic.mathdoc.fr/item/TVP_2011_56_1_a9/ LA - ru ID - TVP_2011_56_1_a9 ER -
%0 Journal Article %A N. A. Kolodij %T On the measurability with respect to a parameter of stochastic integral driven by two-parametric strong martingale %J Teoriâ veroâtnostej i ee primeneniâ %D 2011 %P 159-167 %V 56 %N 1 %U http://geodesic.mathdoc.fr/item/TVP_2011_56_1_a9/ %G ru %F TVP_2011_56_1_a9
N. A. Kolodij. On the measurability with respect to a parameter of stochastic integral driven by two-parametric strong martingale. Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 1, pp. 159-167. http://geodesic.mathdoc.fr/item/TVP_2011_56_1_a9/
[1] Kolodii N. A., “Nekotorye svoistva sluchainykh polei, svyazannykh so stokhasticheskimi integralami po silnym martingalam”, Zap. nauch. cem. POMI, 320, 2004, 80–96 | Zbl
[2] Doléans C., “Intégrales stochastiques dépendant d'un paramètre”, Publ. Inst. Statist. Univ. Paris, 16:1 (1967), 23–33 | MR
[3] Stricker C., Yor M., “Calcul stochastique dépendant d'un paramètre”, Z. Wahrscheinlichkeitstheor. verw. Geb., 45:2 (1978), 109–133 | DOI | MR | Zbl
[4] Kolodii N. A., “Integraly po dvuparametricheskim silnym martingalnym yadram i ikh primeneniya”, Obozr. prikl. i promyshl. matem., 11:1 (2004), 120–121
[5] Guschin A. A., “K obschei teorii sluchainykh polei na ploskosti”, Uspekhi matem. nauk, 37:6 (1982), 53–74 | MR | Zbl
[6] Skorokhod A. V., “Ob izmerimosti sluchainykh protsessov”, Teoriya veroyatn. i ee primen., 25:1 (1980), 140–142 | MR | Zbl
[7] Guschin A. A., Mishura Yu. S., “Neravenstva Devisa i razlozhenie Gandi dlya dvuparametricheskikh silnykh martingalov”, Teoriya veroyatn. i matem. statist., 42 (1990), 27–35 | Zbl
[8] Vatanabe S., Ikeda N., Stokhasticheskie differentsialnye uravneniya i diffuzionnye protsessy, Nauka, M., 1986, 448 pp.
[9] Dozzi M., “Two-parameter stochastic processes”, Math. Res., 61 (1991), 17–43 | MR | Zbl