The following pages link to (Q3902254):
Displayed 8 items.
- Nonlinear filtering equations for two-parameter semimartingales (Q1052745) (← links)
- Variations de champs Gaussiens stationnaires: Application à l'idéntification. (Variations of stationary Gaussian fields: Application to identification) (Q1078914) (← links)
- A stochastic calculus for continuous N-parameter strong martingales (Q1107211) (← links)
- On an extension of Lévy's stochastic area process to higher dimensions (Q1208943) (← links)
- Markov stopping sets and stochastic integrals. Application in sequential estimation for a random diffusion field (Q1825571) (← links)
- Nonlinear stochastic integral equations in the plane (Q2368165) (← links)
- Ito's formula for continuous (N,d)-processes (Q3221124) (← links)
- Local times for a class of multi-parameter processes (Q3324757) (← links)