On a martingale characterization of two-parameter Wiener process

DOI10.1016/0167-7152(90)90084-KMaRDI QIDQ751722zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Brownian sheetstring-martingale

Mathematics Subject Classification ID

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

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(6)

• On eigenvalues of the Brownian sheet matrix
• scientific article; zbMATH DE number 224169 (Why is no real title available?)
• Identification of an isometric transformation of the standard Brownian sheet
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• Two parameter smooth martingales on the Wiener space
• A martingale characterization of the Wiener process

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