XIV: 03, 18-25, LNM 784 (1980)
CAIROLI, Renzo
Sur l'extension de la définition d'intégrale stochastique (Several parameter processes)
A result of Wong-Zakai (Ann. Prob. 5, 1977) extending the definition of the two kinds of stochastic integrals relative to the Brownian sheet is generalized to cover the case of stochastic integration relative to martingales, or strong martingales
Comment: A note at the end of the paper suggests some improvements
Keywords: Stochastic integrals, Brownian sheet
Nature: Original
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