Multiparameter martingale differential forms

DOI10.1007/BF00699099MaRDI QIDQ1088291zbMATH OpenFDO

Authors Eugene Wong, Moshe Zakai

Publication date 1987

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

zbMATH Keywords

exterior derivative of an exterior productexterior product of martingale cochainsmartingale differential formstochastic calculus for multiparameter processes

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05)

Recommendations

• Publication:3025977
• scientific article; zbMATH DE number 4126417
• Martingale representation and the Malliavin calculus
• A class of two-parameter stochastic integrators
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications
• scientific article; zbMATH DE number 953268
• scientific article; zbMATH DE number 1536278
• scientific article; zbMATH DE number 16692
• scientific article; zbMATH DE number 3949409

Cites work

• scientific article; zbMATH DE number 3118809 (Why is no real title available?)
• scientific article; zbMATH DE number 3136785 (Why is no real title available?)
• scientific article; zbMATH DE number 3721832 (Why is no real title available?)
• Homogeneous Gauss-Markov Random Fields
• Markov processes on the plane
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Repr�sentation des martingales de carr� integrable relative aux processus de Wiener et de Poisson � n param�tres
• Some classes of two-parameter martingales
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane

Cited in

(7)

• Random nonlinear wave equations: Smoothness of the solutions
• On the relations between increasing functions associated with two- parameter continuous martingales
• scientific article; zbMATH DE number 3971895 (Why is no real title available?)
• scientific article; zbMATH DE number 41998 (Why is no real title available?)
• Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields
• Isotropic Gauss-Markov currents
• scientific article; zbMATH DE number 4013669 (Why is no real title available?)

This page was built for publication: Multiparameter martingale differential forms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1088291)