Repr�sentation des martingales de carr� integrable relative aux processus de Wiener et de Poisson � n param�tres

DOI10.1007/BF00533316MaRDI QIDQ4076586zbMATH OpenOpenAlexFDO

Authors Marc Yor

Publication date 1976

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00533316

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites work

• 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?)
• A Multi-Parameter Gaussian Process
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Multiple Wiener integral
• Stochastic integrals in the plane

Cited in

(11)

• Équations du filtrage pour un processus de poisson mélangé á deux indices
• Stochastic integral representations for multiparameter random fields with stationary independent increments
• Point processes indexed by directed sets
• Multiple stochastic integrals: Projection and iteration
• Strong solutions of stochastic differential equations for multiparameter processes
• Multiparameter martingale differential forms
• scientific article; zbMATH DE number 3560422 (Why is no real title available?)
• On the local time of the multiparameter wiener process and the asymptotic behaviour of an associated integral
• Ito's formula for continuous (N,d)-processes
• Different kinds of two-parameter martingales
• On an extension of Lévy's stochastic area process to higher dimensions

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