scientific article; zbMATH DE number 3671455

MaRDI QIDQ3868568zbMATH OpenFDO

Authors H. Körezlioğlu, Gerald Mazziotto

Publication date 1980

zbMATH Keywords

stochastic differential equationstwo- parameter Markov propertytwo-parameter Wiener process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cited in

(3)

• Nonlinear filtering equations for two-parameter semimartingales
• Absolute continuity of the law of an infinite dimensional Wiener functional with respect to the Wiener probability
• Two-parameter diffusion processes and martingales

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