Predictable and dual predictable projections of two-parameter stochastic processes
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Cites work
- scientific article; zbMATH DE number 3664122 (Why is no real title available?)
- scientific article; zbMATH DE number 3633481 (Why is no real title available?)
- scientific article; zbMATH DE number 3637043 (Why is no real title available?)
- scientific article; zbMATH DE number 3390061 (Why is no real title available?)
- Stochastic integrals in the plane
- Sur la r�gularit� des trajectoires des Martingales � deux indices
- The sample function continuity of stochastic integrals in the plane
Cited in
(16)- Regularity and decomposition of two-parameter supermartingales
- Different kinds of two-parameter martingales
- Filtrations for the two parameter jump process
- Point processes indexed by directed sets
- Predictable projections for point process filtrations
- Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane
- Bimeasures and measures induced by planar stochastic integrators
- Quasi-sure product variation of two-parameter smooth martingales on the Wiener space
- Martingales, potentials and exponentials associated with a two-parameter jump process
- scientific article; zbMATH DE number 3990523 (Why is no real title available?)
- Two-parameter harnesses and the Wiener process
- Uniqueness theorem of solutions for stochastic differential equation in the plane
- Variations quadratiques et inégalités pour les martingales a deux indices
- Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane
- Martingale field transformations under a change of probability measure
- Optimal detection of a change-set in a spatial Poisson process
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