Martingales and stochastic integrals for processes with a multi-dimensional parameter

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Multiple Wiener integral
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Cited In (84)

Équations du filtrage pour un processus de poisson mélangé á deux indices
NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
Stochastic integrals for nonprevisible, multiparameter processes
Multimartingales, spectral measures and stochastic integration
White noise approach to multiparameter stochastic integration
Strong convergence of stochastic taylor expansions of two-parameter random fields
Stochastic integrals on general topological measurable spaces
Arr�t Optimal sur le Plan
Gradient-type noises I–partial and hybrid integrals
Differentiation formulas for stochastic integrals in the plane
Stochastic integration on partially ordered sets
Boundary noncrossings of additive Wiener fields
R�gions d'arr�t, localisations et prolongements de 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
Quasi-free quantum stochastic integrals in the plane
Wiener distributions and white noise analysis
Stochastic control of two-parameter processes application:the two-armed bandit problem
Stochastic calculus as a tool in survival analysis: A review
Set-Indexed Itô Calculus Along Paths
Multiple stochastic integrals: Projection and iteration
The Wong-Zakai-Clifford quantum stochastic integral
Properties of Hida processes on \({\mathbb{R}}^ 2\). II. Prediction and interpolation problems for processes on \({\mathbb{R}}^ 2\)
Identifying nonlinear covariate effects in semimartingale regression models
Transportation inequalities for stochastic heat equations
Strong scheme for a stochastic Goursat problem.
Two-parameter diffusion processes and martingales
Random fluctuations at an equilibrium of a nonlinear reaction-diffusion equation
Representation of the square integrable martingales generated by a two-parameter Lévy process
Variations-produit et formule de ito pour les semi-martingales repr�sentables a deux param�tres
On the relations between increasing functions associated with two- parameter continuous martingales
Infinite interval backward stochastic differential equations in the plane
Likelihood ratios and transformation of probability associated with two-parameter Wiener processes
Multiparameter martingale differential forms
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Filtering theory for stochastic processes with two dimensional time parameter
Complex valued multiparameter stochastic integrals
Minimal-variance hedging in large financial markets: random fields approach
Littlewood-Paley theory for triangle buildings
Nonlinear filtering equations for two-parameter semimartingales
Stopping times and an extension of stochastic integrals in the plane
Existence of Weak Solutions to Stochastic Differential Equations in the Plane with Continuous Coefficients
A Note on Paley-Wiener-Zygmund Stochastic Integrals
Repr�sentation des martingales de carr� integrable relative aux processus de Wiener et de Poisson � n param�tres
Stochastic integrals in the plane
Markov processes on the plane
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Markov processes and random fields
Stochastic integrators indexed by a multi-dimensional parameter
Ito's formula for continuous (N,d)-processes
Set-valued stochastic integrals and equations with respect to two-parameter martingales
The distribution of a functional of the Wiener process and its application to the Brownian sheet
Limit theorems for supercritical branching random fields with immigration
Euler Scheme for a Stochastic Goursat Problem
Two-parameter heavy-traffic limits for infinite-server queues
Dependence on the boundary condition for linear stochastic differential equations in the plane
Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process
Two parameter optimal stopping and bi-Markov processes
Different kinds of two-parameter martingales
Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem
On functional central limit theorem for stationary martingale random fields
A multiparameter stochastic integral and forward equations
Holomorphic martingales and interpolation between Hardy spaces
Properties of Hida processes on \({\mathbb{R}}^ 2\). I: N-Hida processes
Various types of stochastic integrals with respect to fractional Brownian sheet and their applications
Some Brownian functionals and their laws
Peacocks parametrised by a partially ordered set
Stochastic integral representations for multiparameter random fields with stationary independent increments
A CLASS OF TWO-PARAMETER BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN SHEET
Certain Positive-Definite Kernels
The distribution of a double stochastic integral with respect to two independent brownian sheets
A biparameter decomposition of Davis–Garsia type
Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet
On infinite dimensional sheets
Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests
The Kolmogorov equation for a plane barrier problem
Two parameter smooth martingales on the Wiener space
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Stochastic L²-Integration with a Locally Compact Time-Region
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Stochastic calculus as a tool in survival analysis: A review
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