Two-parameter diffusions random fields

DOI10.1080/07362999808809540zbMath0908.60034OpenAlexW2083261113MaRDI QIDQ4395801

Mariano J. Valderrama, María D. Ruiz-Medina

Publication date: 9 March 1999

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999808809540

zbMATH Keywords

Markov propertyGaussian diffusionlinear hyperbolic stochastic partial differential equation

Mathematics Subject Classification ID

Random fields (60G60) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Estimation and prediction of a 2D lognormal diffusion random field

Cites Work

• On the relations between increasing functions associated with two- parameter continuous martingales
• Stochastic differential equations on the plane: Smoothness of the solution
• Dependence on the boundary condition for linear stochastic differential equations in the plane
• Markov properties for point processes on the plane
• Randomized stopping points and optimal stopping on the plane
• Two-parameter diffusion processes and martingales
• A stochastic model of neural response
• Convergence and regularity of multiparameter strong martingales

This page was built for publication: Two-parameter diffusions random fields