Sur la r�gularit� des trajectoires des Martingales � deux indices
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Publication:3852895
DOI10.1007/BF00533636zbMath0419.60051OpenAlexW2912306878MaRDI QIDQ3852895
Publication date: 1979
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00533636
Related Items (17)
The continuity of the quadratic variation of two-parameter martingales ⋮ The past of a stopping point and stopping for two-parameter processes ⋮ Measuring the range of an additive Lévy process ⋮ An increment-type set-indexed Markov property ⋮ Unnamed Item ⋮ Intersections of Brownian motions ⋮ Unnamed Item ⋮ Sample function properties of two-parameter Markov processes ⋮ On an extension of Lévy's stochastic area process to higher dimensions ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3868548 Th�or�mes de section et de projection pour les processus a deux indices] ⋮ Predictable and dual predictable projections of two-parameter stochastic processes ⋮ On regularity of multiparameter amarts and martingales ⋮ Équations du filtrage pour un processus de poisson mélangé á deux indices ⋮ Stochastic integrals of point processes and the decomposition of two- parameter martingales ⋮ Representations, decompositions and sample function continuity of random fields with independent increments ⋮ Separation principle for impulse control with partial information ⋮ Regularity and decomposition of two-parameter supermartingales
Cites Work
- Unnamed Item
- Stopping for two-dimensional stochastic processes
- Stochastic integrals in the plane
- Weak martingales and stochastic integrals in the plane
- [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales]
- Convergence and regularity of multiparameter strong martingales
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