Sur la r�gularit� des trajectoires des Martingales � deux indices
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Publication:3852895
Cites work
- Convergence and regularity of multiparameter strong martingales
- scientific article; zbMATH DE number 3637043 (Why is no real title available?)
- R�gions d'arr�t, localisations et prolongements de martingales
- Stochastic integrals in the plane
- Stopping for two-dimensional stochastic processes
- Weak martingales and stochastic integrals in the plane
Cited in
(17)- Regularity and decomposition of two-parameter supermartingales
- The continuity of the quadratic variation of two-parameter martingales
- On an extension of Lévy's stochastic area process to higher dimensions
- Measuring the range of an additive Lévy process
- Intersections of Brownian motions
- Stochastic integrals of point processes and the decomposition of two- parameter martingales
- Representations, decompositions and sample function continuity of random fields with independent increments
- scientific article; zbMATH DE number 3816746 (Why is no real title available?)
- Separation principle for impulse control with partial information
- Th�or�mes de section et de projection pour les processus a deux indices
- Predictable and dual predictable projections of two-parameter stochastic processes
- On regularity of multiparameter amarts and martingales
- Équations du filtrage pour un processus de poisson mélangé á deux indices
- scientific article; zbMATH DE number 3800679 (Why is no real title available?)
- The past of a stopping point and stopping for two-parameter processes
- Sample function properties of two-parameter Markov processes
- An increment-type set-indexed Markov property
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