The following pages link to Stochastic integrals in the plane (Q1229042):
Displaying 50 items.
- Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions) (Q1116183) (← links)
- Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process (Q1120903) (← links)
- r-variations for two-parameter continuous martingales and Itô's formula (Q1122218) (← links)
- On local comparability among families of sub-\(\sigma\)-fields (Q1122868) (← links)
- Stopping for two-dimensional stochastic processes (Q1137312) (← links)
- A characterization of multiparameter quasimartingales (Q1138298) (← links)
- Gaussian random fields (Q1144320) (← links)
- Riesz-Rao decomposition for martingales in the plane (Q1146449) (← links)
- Planar semi-martingales (Q1150946) (← links)
- Filtering theory for stochastic processes with two dimensional time parameter (Q1153066) (← links)
- Markov property of random fields (Q1153612) (← links)
- Stopping times and an extension of stochastic integrals in the plane (Q1157840) (← links)
- Transformées de Burkholder et sommabilité de martingales à deux paramètres (Q1168645) (← links)
- Optimal switching for two-parameter stochastic processes (Q1176534) (← links)
- Fuk's inequalities for stochastic fields of reversed martingales (Q1177564) (← links)
- Skorohod and Stratonovich line integrals in the plane (Q1180189) (← links)
- The sharp Markov property of the Brownian sheet and related processes (Q1200350) (← links)
- Recursive estimation of intensity function of a Poisson random field (Q1205453) (← links)
- On an extension of Lévy's stochastic area process to higher dimensions (Q1208943) (← links)
- Worthy martingales and integrators (Q1210130) (← links)
- Quadratic variation of functionals of two-parameter Wiener process (Q1241216) (← links)
- Differentiation formulas for stochastic integrals in the plane (Q1244567) (← links)
- Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem (Q1247683) (← links)
- Différents types de variations produit pour une semi-martingale représentable de \([0,1]^2\) (Q1253490) (← links)
- On point processes in the plane (Q1262613) (← links)
- On two-parameter non-degenerate Brownian martingales (Q1265683) (← links)
- Inequalities and duality results with respect to two-parameter strong martingales (Q1272185) (← links)
- A. s. convergence of two-parameter Banach space valued martingales and the Radon-Nikodym property of Banach spaces (Q1292795) (← links)
- Discrete multiarmed bandits and multiparameter processes (Q1317211) (← links)
- Multimartingales, spectral measures and stochastic integration (Q1324843) (← links)
- The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\) (Q1326287) (← links)
- A diffusion approximation result for two parameter processes (Q1326296) (← links)
- The support of the solution to a hyperbolic SPDE (Q1326300) (← links)
- Stochastic integrators indexed by a multi-dimensional parameter (Q1326317) (← links)
- Geography of the level sets of the Brownian sheet (Q1326354) (← links)
- Predictable projections for point process filtrations (Q1333574) (← links)
- The law of the solution to a nonlinear hyperbolic SPDE (Q1356611) (← links)
- Some Brownian functionals and their laws (Q1370221) (← links)
- Diffusion approximation for hyperbolic stochastic differential equations (Q1382465) (← links)
- Strong scheme for a stochastic Goursat problem. (Q1427648) (← links)
- Infinite interval backward stochastic differential equations in the plane (Q1432865) (← links)
- Stochastic integration for abstract, two parameter stochastic processes. I: Stochastic processes with finite semivariation in Banach spaces (Q1567694) (← links)
- Transforming spatial point processes into Poisson processes (Q1593631) (← links)
- Quasi-free quantum stochastic integrals in the plane (Q1611475) (← links)
- Two-parameter Bessel processes (Q1613636) (← links)
- Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane (Q1613644) (← links)
- Littlewood-Paley theory for triangle buildings (Q1651362) (← links)
- A maximum principle for mean-field SDEs with time change (Q1678481) (← links)
- Atomic subspaces of \(L_1\)-martingale spaces (Q1701381) (← links)
- Fractional Poisson fields and martingales (Q1753245) (← links)
