R�gions d'arr�t, localisations et prolongements de martingales

DOI10.1007/BF01013193MaRDI QIDQ4148564zbMATH OpenOpenAlexFDO

Authors R. Cairoli, John B. Walsh

Publication date 1978

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

Full work available at URL https://doi.org/10.1007/bf01013193

Mathematics Subject Classification ID

Generalized stochastic processes (60G20)

Cites work

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• A martingale that occurs in harmonic analysis
• An extension of stochastic integrals in the plane
• Martingale Integrals
• Martingale Transforms
• Martingale representations and holomorphic processes
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Stochastic integrals in the plane
• Stopping for two-dimensional stochastic processes
• The sample function continuity of stochastic integrals in the plane
• Variation Quadratique Des Martingales Continues a Droite
• Weak martingales and stochastic integrals in the plane

Cited in

(25)

• Équations du filtrage pour un processus de poisson mélangé á deux indices
• A stochastic calculus for continuous N-parameter strong martingales
• Sur la r�gularit� des trajectoires des Martingales � deux indices
• Th�or�mes de section et de projection pour les processus a deux indices
• Différents types de variations produit pour une semi-martingale représentable de \([0,1]^2\)
• A property of two-parameter martingales with path-independent variation
• Processus stochastiquement diff�rentiables dans le plan
• Representation and transformation of two-parameter martingales under a change of measure
• Variations quadratiques et inégalités pour les martingales a deux indices
• Variations-produit et formule de ito pour les semi-martingales repr�sentables a deux param�tres
• Stopping a two parameter weak martingale
• Corner Markov processes
• The past of a stopping point and stopping for two-parameter processes
• Strong solutions of stochastic differential equations for multiparameter processes
• Hyperbolic stochastic differential equations: Absolute continuity of the law of the solution at a fixed point
• Nonlinear filtering equations for two-parameter semimartingales
• Stopping and set-indexed local martingales
• Dependence on the boundary condition for linear stochastic differential equations in the plane
• Canonical representation of weak semimartingales defined on the plane
• scientific article; zbMATH DE number 3725399 (Why is no real title available?)
• Regularity and decomposition of two-parameter supermartingales
• A note on the localization of two-parameter processes
• Stochastic integration for set-indexed processes
• Some remarks on stochastic differential equations in the plane with local Lipschitz coefficients
• Bimeasures and measures induced by planar stochastic integrators

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