Multiparameter martingale differential forms

DOI10.1007/BF00699099zbMath0612.60045MaRDI QIDQ1088291

Moshe Zakai, Eugene Wong

Publication date: 1987

Published in: Probability Theory and Related Fields (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)

Related Items (4)

Random nonlinear wave equations: Smoothness of the solutions ⋮ Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields ⋮ Isotropic Gauss-Markov currents ⋮ On the relations between increasing functions associated with two- parameter continuous martingales

Cites Work

• Some classes of two-parameter martingales
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• Markov processes on the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:4076586 Repr�sentation des martingales de carr� integrable relative aux processus de Wiener et de Poisson � n param�tres]
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Homogeneous Gauss-Markov Random Fields
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