The past of a stopping point and stopping for two-parameter processes (Q594467): Difference between revisions

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+Sur la r�gularit� des trajectoires des Martingales � deux indices
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+Th�or�mes de section et de projection pour les processus a deux indices
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+Q3940571
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+Stochastic integrals in the plane
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+R�gions d'arr�t, localisations et prolongements de martingales
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+Q4086511
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+Q3915688
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+Q3924924
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+Stopping rules and tactics for processes indexed by a directed set
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+Arr�t Optimal sur le Plan
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+Stopping for two-dimensional stochastic processes
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+Q3311410
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+Q3911165
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+On regularity of multiparameter amarts and martingales
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+Q3906202
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+Weak martingales and stochastic integrals in the plane
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