Martingales, potentials and exponentials associated with a two-parameter jump process (Q3664177): Difference between revisions

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+Stochastic integrals in the plane
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+The Representation of Martingales of Jump Processes
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+Q5658888
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+Quelques applications de la formule de changement de variables pour les semimartingales
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+Q3049609
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+Predictable and dual predictable projections of two-parameter stochastic processes
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+Weak martingales and stochastic integrals in the plane
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+Likelihood ratios and transformation of probability associated with two-parameter Wiener processes
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