The sample function continuity of stochastic integrals in the plane

DOI10.1214/AOP/1176995670MaRDI QIDQ1244941zbMATH OpenOpenAlexFDO

Authors Eugene Wong, Moshe Zakai

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/1176995670

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integrals (60H05)

Cited in

(9)

• Nonlinear filtering equations for two-parameter semimartingales
• Differentiation formulas for stochastic integrals in the plane
• Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field
• Regularity of an abstract Wiener integral
• Predictable and dual predictable projections of two-parameter stochastic processes
• Representation and transformation of two-parameter martingales under a change of measure
• scientific article; zbMATH DE number 3759250 (Why is no real title available?)
• R�gions d'arr�t, localisations et prolongements de martingales
• Strong convergence of stochastic taylor expansions of two-parameter random fields

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