Martingale representations and holomorphic processes

DOI10.1214/AOP/1176995757zbMATH Open0371.60068OpenAlexW2072976414MaRDI QIDQ1243518FDOQ1243518

Authors: R. Cairoli, John B. Walsh 

Publication date: 1977

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995757

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cited In (10)

• R�gions d'arr�t, localisations et prolongements de martingales
• A CLASS OF TWO-PARAMETER BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN SHEET
• Processus stochastiquement diff�rentiables dans le plan
• Transportation inequalities for stochastic heat equations
• Variations-produit et formule de ito pour les semi-martingales repr�sentables a deux param�tres
• Talagrand concentration inequalities for stochastic partial differential equations
• Title not available (Why is that?)
• Markov processes on the plane
• A Wong-Zakai theorem for stochastic PDEs
• Properties of Hida processes on \({\mathbb{R}}^ 2\). I: N-Hida processes

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