On a martingale characterization of two-parameter Wiener process

DOI10.1016/0167-7152(90)90084-KMaRDI QIDQ751722zbMATH OpenOpenAlexFDO

Authors Enrique M. Cabaña

Publication date 1990

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(90)90084-k

zbMATH Keywords

Brownian sheetstring-martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Random fields (60G60) Brownian motion (60J65)

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