The following pages link to Stochastic integrals in the plane (Q1229042):
Displaying 50 items.
- Approximation of the Rosenblatt sheet (Q305890) (← links)
- A group action on increasing sequences of set-indexed Brownian motions (Q340775) (← links)
- Boundary noncrossings of additive Wiener fields (Q406615) (← links)
- Critical Brownian sheet does not have double points (Q439888) (← links)
- Stochastic Green's theorem for fractional Brownian sheet and its application (Q459488) (← links)
- A characterization of \(p\)-uniformly smooth Banach spaces and weak laws of large numbers for \(d\)-dimensional adapted arrays (Q541771) (← links)
- On the relations between increasing functions associated with two- parameter continuous martingales (Q582694) (← links)
- Stochastic differential equations on the plane: Smoothness of the solution (Q583719) (← links)
- The past of a stopping point and stopping for two-parameter processes (Q594467) (← links)
- Approximations of fractional Brownian motion (Q654403) (← links)
- Minimizing the time to a decision (Q655582) (← links)
- Duality results and inequalities with respect to Hardy spaces containing function sequences (Q678078) (← links)
- Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane (Q678376) (← links)
- Stochastic integrals for nonprevisible, multiparameter processes (Q687076) (← links)
- Sample function properties of two-parameter Markov processes (Q689163) (← links)
- Two-parameter heavy-traffic limits for infinite-server queues (Q708814) (← links)
- An invariance principle for stationary random fields under Hannan's condition (Q744231) (← links)
- Martingale field transformations under a change of probability measure (Q753268) (← links)
- White noise approach to multiparameter stochastic integration (Q757990) (← links)
- Ito's formula for two-parameter stochastic integrals with respect to martingale measures (Q760964) (← links)
- Properties of Hida processes on \({\mathbb{R}}^ 2\). I: N-Hida processes (Q801601) (← links)
- Limit theorems for point random fields defined on the plane (Q808098) (← links)
- On Beveridge-Nelson decomposition and limit theorems for linear random fields (Q847417) (← links)
- Robustness of quadratic hedging strategies in finance via backward stochastic differential equations with jumps (Q901242) (← links)
- An increment-type set-indexed Markov property (Q904698) (← links)
- Dependence on the boundary condition for linear stochastic differential equations in the plane (Q908585) (← links)
- Supermartingale decomposition with a general index set (Q981011) (← links)
- Level sets of the stochastic wave equation driven by a symmetric Lévy noise (Q1002529) (← links)
- Set indexed strong martingales and path independent variation (Q1012109) (← links)
- Estimation of quadratic variation for two-parameter diffusions (Q1016633) (← links)
- Set-indexed Brownian motion on increasing paths (Q1047159) (← links)
- Nonlinear filtering equations for two-parameter semimartingales (Q1052745) (← links)
- Invariance principle for martingales on the plane (Q1060767) (← links)
- Stochastic integration on partially ordered sets (Q1068449) (← links)
- A note on the localization of two-parameter processes (Q1075693) (← links)
- Local times of continuous N-parameter strong martingales (Q1081201) (← links)
- Different kinds of two-parameter martingales (Q1081203) (← links)
- Some remarks on stochastic differential equations in the plane with local Lipschitz coefficients (Q1083765) (← links)
- Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\) (Q1085518) (← links)
- Stopping a two parameter weak martingale (Q1087223) (← links)
- Multiparameter martingale differential forms (Q1088291) (← links)
- On infinite perfect graphs and randomized stopping points on the plane (Q1093246) (← links)
- Exponential estimates for two-parameter martingales (Q1097575) (← links)
- Random nonlinear wave equations: Smoothness of the solutions (Q1097581) (← links)
- On inequalities for two-parameter martingales (Q1105280) (← links)
- A stochastic calculus for continuous N-parameter strong martingales (Q1107211) (← links)
- Convergence of two-parameter stochastic processes (Q1110173) (← links)
- The continuity of the quadratic variation of two-parameter martingales (Q1112447) (← links)
- A prediction problem for the Brownian sheet (Q1115010) (← links)
- A stochastic integral for Gaussian processes in the plane (Q1116182) (← links)
