R�gions d'arr�t, localisations et prolongements de martingales

DOI10.1007/BF01013193zbMath0369.60043OpenAlexW2021676488MaRDI QIDQ4148564

R. Cairoli, John B. Walsh

Publication date: 1978

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01013193

Mathematics Subject Classification ID

Generalized stochastic processes (60G20)

Related Items (25)

Some remarks on stochastic differential equations in the plane with local Lipschitz coefficients ⋮ Stopping a two parameter weak martingale ⋮ Stopping and set-indexed local martingales ⋮ Strong solutions of stochastic differential equations for multiparameter processes ⋮ Corner Markov processes ⋮ A stochastic calculus for continuous N-parameter strong martingales ⋮ Hyperbolic stochastic differential equations: Absolute continuity of the law of the solution at a fixed point ⋮ The past of a stopping point and stopping for two-parameter processes ⋮ Dependence on the boundary condition for linear stochastic differential equations in the plane ⋮ Unnamed Item ⋮ Canonical representation of weak semimartingales defined on the plane ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3319505 Processus stochastiquement diff�rentiables dans le plan] ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3852895 Sur la r�gularit� des trajectoires des Martingales � deux indices] ⋮ Variations quadratiques et inégalités pour les martingales a deux indices ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3868548 Th�or�mes de section et de projection pour les processus a deux indices] ⋮ Différents types de variations produit pour une semi-martingale représentable de \([0,1^2\)] ⋮ Équations du filtrage pour un processus de poisson mélangé á deux indices ⋮ Representation and transformation of two-parameter martingales under a change of measure ⋮ Bimeasures and measures induced by planar stochastic integrators ⋮ A property of two-parameter martingales with path-independent variation ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3911160 Variations-produit et formule de ito pour les semi-martingales repr�sentables a deux param�tres] ⋮ Stochastic integration for set-indexed processes ⋮ Nonlinear filtering equations for two-parameter semimartingales ⋮ Regularity and decomposition of two-parameter supermartingales ⋮ A note on the localization of two-parameter processes

Cites Work

• Stopping for two-dimensional stochastic processes
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• A martingale that occurs in harmonic analysis
• Martingale representations and holomorphic processes
• The sample function continuity of stochastic integrals in the plane
• An extension of stochastic integrals in the plane
• Martingale Transforms
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Martingale Integrals
• Variation Quadratique Des Martingales Continues a Droite
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