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

DOI10.1007/BF01013193zbMATH Open0369.60043OpenAlexW2021676488MaRDI QIDQ4148564FDOQ4148564

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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• Stochastic integrals in the plane
• Martingale Transforms
• Weak martingales and stochastic integrals in the plane
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
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• Stopping for two-dimensional stochastic processes
• An extension of stochastic integrals in the plane
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• Martingale representations and holomorphic processes
• A martingale that occurs in harmonic analysis
• The sample function continuity of stochastic integrals in the plane
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• Martingale Integrals
• Variation Quadratique Des Martingales Continues a Droite
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Cited In (25)

• Équations du filtrage pour un processus de poisson mélangé á deux indices
• Sur la r�gularit� des trajectoires des Martingales � deux indices
• Th�or�mes de section et de projection pour les processus a deux indices
• A stochastic calculus for continuous N-parameter strong martingales
• 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
• Title not available (Why is that?)
• Regularity and decomposition of two-parameter supermartingales
• A note on the localization of two-parameter processes
• Stochastic integration for set-indexed processes
• Bimeasures and measures induced by planar stochastic integrators
• Some remarks on stochastic differential equations in the plane with local Lipschitz coefficients

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