On a martingale characterization of two-parameter Wiener process

DOI10.1016/0167-7152(90)90084-KzbMATH Open0715.60059OpenAlexW2011406443MaRDI QIDQ751722FDOQ751722

Authors: Enrique M. Cabaña 

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90084-k

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zbMATH Keywords

Brownian sheetstring-martingale

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Generalizations of martingales (60G48)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• The vibrating string forced by white noise

Cited In (6)

• On eigenvalues of the Brownian sheet matrix
• Title not available (Why is that?)
• Identification of an isometric transformation of the standard Brownian sheet
• Martingales generated by to restriction of Wiener field on the closed curves
• Two parameter smooth martingales on the Wiener space
• A martingale characterization of the Wiener process

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