Two-parameter diffusion processes and martingales
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Publication:1838773
DOI10.1016/0304-4149(83)90020-0zbMath0511.60071OpenAlexW2009042147MaRDI QIDQ1838773
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
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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