Two-parameter diffusion processes and martingales

DOI10.1016/0304-4149(83)90020-0zbMath0511.60071OpenAlexW2009042147MaRDI QIDQ1838773

David Nualart

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90020-0

zbMATH Keywords

Brownian sheettwo-parameter Wiener processtwo-parameter martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Random operators and equations (aspects of stochastic analysis) (60H25) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Stochastic integral equations (60H20)

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Cites Work

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• [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
• Martingales and stochastic integrals for processes with a multi-dimensional parameter