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

DOI10.1007/BF00533316zbMATH Open0315.60027OpenAlexW2021545222MaRDI QIDQ4076586FDOQ4076586

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

• Stochastic integrals in the plane
• Multiple Wiener integral
• Title not available (Why is that?)
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Title not available (Why is that?)
• A Multi-Parameter Gaussian Process
• Title not available (Why is that?)

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
• Multiple stochastic integrals: Projection and iteration
• Point processes indexed by directed sets
• Strong solutions of stochastic differential equations for multiparameter processes
• Multiparameter martingale differential forms
• Title not available (Why is that?)
• 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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