On the general theory of random fields on the plane

DOI10.1070/RM1982V037N06ABEH004023MaRDI QIDQ3662378zbMATHFDO

Authors A. A. Gushchin

Publication date 1982

Published in Russian Mathematical Surveys (Search for Journal in Brave)

zbMATH Keywords

Doob-Meyer decompositionDoleans measure of random fieldsrandom fields on the plane

Mathematics Subject Classification ID

Random fields (60G60) Martingales with continuous parameter (60G44)

Cited in

(14)

• Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales
• Inequalities for the moments of stochastic integrals and stochastic Volterra equations driven a two-parameter Wiener process
• The set-indexed Itô integral
• Different kinds of two-parameter martingales
• A compensator characterization of planar point processes
• \(C\)-tightness criterion for non-adapted random fields
• Canonical representation of weak semimartingales defined on the plane
• Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane
• The continuity of the quadratic variation of two-parameter martingales
• Two-parameter stochastic Volterra equations
• Limit theorems for point random fields defined on the plane
• The proportional hazards regression model with staggered entries: a strong martingale ap\-proach
• Doob-Meyer decomposition for set-indexed submartingales
• Stochastic inclusions and set-valued stochastic equations driven by a two-parameter Wiener process

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