R�gions d'arr�t, localisations et prolongements de martingales
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- scientific article; zbMATH DE number 3505964 (Why is no real title available?)
- scientific article; zbMATH DE number 3567718 (Why is no real title available?)
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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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