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On the itô formula for two-parameter martingales

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Stochastic Partial Differential Equations and Their Applications

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 176))

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References

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Authors and Affiliations

  1. Department of Mathematics, Hofstra University, 11550, Hempstead, NY, USA

    Nikos Frangos

  2. Facultat de Matemàtiques, Universitat de Barcelona, Gran Via 585, 08007, Barcelona, Spain

    David Nualart & Marta Sanz-Solé

Authors
  1. Nikos Frangos
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  2. David Nualart
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  3. Marta Sanz-Solé
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Boris L. Rozovskii Richard B. Sowers

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© 1992 International Federation for Information Processing

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Frangos, N., Nualart, D., Sanz-Solé, M. (1992). On the itô formula for two-parameter martingales. In: Rozovskii, B.L., Sowers, R.B. (eds) Stochastic Partial Differential Equations and Their Applications. Lecture Notes in Control and Information Sciences, vol 176. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0007324

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  • DOI: https://doi.org/10.1007/BFb0007324

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-55292-5

  • Online ISBN: 978-3-540-47015-1

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