A group action on increasing sequences of set-indexed Brownian motions

DOI10.15559/15-VMSTA31zbMath1352.60116arXiv1508.02858OpenAlexW2106064732MaRDI QIDQ340775

Arthur Yosef

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.02858

zbMATH Keywords

increasing pathset-indexed Brownian motion

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Brownian motion (60J65) Generalizations of martingales (60G48)

Cites Work

• A characterization of the set-indexed fractional Brownian motion by increasing paths
• Set-indexed Brownian motion on increasing paths
• Different kinds of two-parameter martingales
• Some classes of two-parameter martingales
• Stochastic integrals in the plane
• Multiparameter Processes
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