A Martingale Characterization of Diffusion Random Fields on the Plane

DOI10.1137/1135016MaRDI QIDQ3212064zbMATH OpenOpenAlexFDO

Authors Yuliya S. Mishura

Publication date 1990

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1135016

zbMATH Keywords

Cameron-Martin-Girsanov formuladiffusion fieldmartingale characterization

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Generalizations of martingales (60G48) Random fields (60G60)

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Cited in

(2)

• Rough differentiability of planar Gaussian random fields
• scientific article; zbMATH DE number 837090 (Why is no real title available?)

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