A multiparameter stochastic integral and forward equations

DOI10.1016/0304-4149(84)90162-5zbMATH Open0547.60057OpenAlexW2136465158MaRDI QIDQ799028FDOQ799028

Authors: Enrique M. Cabaña 

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90162-5

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zbMATH Keywords

two-parameter Wiener process

Mathematics Subject Classification ID

Random fields (60G60) Diffusion processes (60J60) Stochastic integrals (60H05)

Cites Work

• Title not available (Why is that?)
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• The two-parameter Brownian bridge: Kolmogorov inequalities and upper and lower bounds for the distribution of the maximum

Cited In (3)

• An extension of the two-parameter stochastic forward integral
• CONDITIONS FOR CONSISTENT EXPONENTIAL-POLYNOMIAL FORWARD RATE PROCESSES WITH MULTIPLE NONTRIVIAL FACTORS
• On the local time of the multiparameter wiener process and the asymptotic behaviour of an associated integral

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