Differentiation formulas for stochastic integrals in the plane
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Cites work
- scientific article; zbMATH DE number 3386673 (Why is no real title available?)
- A likelihood ratio formula for two-dimensional random fields
- An extension of stochastic integrals in the plane
- Martingales and stochastic integrals for processes with a multi-dimensional parameter
- Some Sample Function Properties of the Two-parameter Gaussian Process
- Stochastic integrals in the plane
- The sample function continuity of stochastic integrals in the plane
- Weak martingales and stochastic integrals in the plane
Cited in
(34)- The transformation theorem for two-parameter pure jump martingales
- On Estimation of the Mean and Covariance Parameter for Gaussian Random Fields
- Large deviations for a class of planar functional stochastic differential equations
- scientific article; zbMATH DE number 3759250 (Why is no real title available?)
- Some remarks on a linear stochastic differential equation
- On the existence of solutions with smooth density of stochastic differential equations in plane
- Infinite interval backward stochastic differential equations in the plane
- Quasi-sure product variation of two-parameter smooth martingales on the Wiener space
- Local times for a class of multi-parameter processes
- Problèmes de prediction pour le processus de Wiener à deux paramétres
- Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane
- Dependence on the boundary condition for linear stochastic differential equations in the plane
- The support of the solution to a hyperbolic SPDE
- Malliavin calculus for two-parameter Wiener functionals
- Malliavin calculus for two-parameter Wiener functionals
- Various types of stochastic integrals with respect to fractional Brownian sheet and their applications
- Representation of the square integrable martingales generated by a two-parameter Lévy process
- scientific article; zbMATH DE number 3725399 (Why is no real title available?)
- Variations-produit et formule de ito pour les semi-martingales repr�sentables a deux param�tres
- Almost sure convergence of stochastic taylor expansions for functions of real-valued two-parameter continuous brownian semimartingales
- Semi-martingales index�es par une partie de ?d et formule de lto. Cas continu
- Representation and transformation of two-parameter martingales under a change of measure
- Équations du filtrage pour un processus de poisson mélangé á deux indices
- Nonlinear filtering equations for two-parameter semimartingales
- scientific article; zbMATH DE number 3640648 (Why is no real title available?)
- Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane
- On the distribution of a double stochastic integral
- Ito's formula for continuous (N,d)-processes
- Stochastic evolution equations for nonlinear filtering of random fields in the presence of fractional Brownian sheet observation noise
- Uniqueness theorem of solutions for stochastic differential equation in the plane
- Calcul stochastique non adapté pour des processus à deux paramètres: Formules de changement de variables de type Stratonovitch et de type Skorohod. (Anticipative stochastic calculus for processes with two parameters: Change of variables formulae of Stratonovich and of Skorokhod type)
- scientific article; zbMATH DE number 3930058 (Why is no real title available?)
- The distribution of a double stochastic integral with respect to two independent brownian sheets
- Markov processes on the plane
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