Représentation des martingales de carre intégrable rélative aux processus de Wiener et de Poisson à n paramètres
From MaRDI portal
Cites work
- A Multi-Parameter Gaussian Process
- scientific article; zbMATH DE number 3519658 (Why is no real title available?)
- scientific article; zbMATH DE number 3306391 (Why is no real title available?)
- scientific article; zbMATH DE number 3347383 (Why is no real title available?)
- Martingales and stochastic integrals for processes with a multi- dimensional parameter
- Multiple Wiener integral
- Stochastic integrals in the plane
Cited in
(11)- Different kinds of two-parameter martingales
- Multiparameter martingale differential forms
- Point processes indexed by directed sets
- On an extension of Lévy's stochastic area process to higher dimensions
- Ito's formula for continuous (N,d)-processes
- Stochastic integral representations for multiparameter random fields with stationary independent increments
- Strong solutions of stochastic differential equations for multiparameter processes
- On the local time of the multiparameter wiener process and the asymptotic behaviour of an associated integral
- Équations du filtrage pour un processus de poisson mélangé á deux indices
- Multiple stochastic integrals: Projection and iteration
- scientific article; zbMATH DE number 3560422 (Why is no real title available?)
This page was built for publication: Représentation des martingales de carre intégrable rélative aux processus de Wiener et de Poisson à n paramètres
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4076586)
