Martingale representations and holomorphic processes
From MaRDI portal
Publication:1243518
DOI10.1214/aop/1176995757zbMath0371.60068MaRDI QIDQ1243518
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
60H05: Stochastic integrals
Related Items
A CLASS OF TWO-PARAMETER BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN SHEET, Properties of Hida processes on \({\mathbb{R}}^ 2\). I: N-Hida processes, A Wong-Zakai theorem for stochastic PDEs, Transportation inequalities for stochastic heat equations, [https://portal.mardi4nfdi.de/wiki/Software:3319505 Processus stochastiquement diff�rentiables dans le plan], Markov processes on the plane, [https://portal.mardi4nfdi.de/wiki/Software:3911160 Variations-produit et formule de ito pour les semi-martingales repr�sentables a deux param�tres], Unnamed Item, [https://portal.mardi4nfdi.de/wiki/Software:4148564 R�gions d'arr�t, localisations et prolongements de martingales]