A multiparameter stochastic integral and forward equations

DOI10.1016/0304-4149(84)90162-5MaRDI QIDQ799028zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

two-parameter Wiener process

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 1971735
• scientific article; zbMATH DE number 503109
• Stochastic integrals for nonprevisible, multiparameter processes
• Publication:3472936
• Forward-backward stochastic differential equations with mixed initial-terminal conditions
• An extension of the two-parameter stochastic forward integral
• Multivalued stochastic integration and backward stochastic differential inclusions
• Integration stochastique multivoque et inclusions differentielles stochastiques

Cites work

• scientific article; zbMATH DE number 3347383 (Why is no real title available?)
• 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)

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

This page was built for publication: A multiparameter stochastic integral and forward equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q799028)