Two-parameter diffusion processes and martingales

DOI10.1016/0304-4149(83)90020-0MaRDI QIDQ1838773zbMATH OpenOpenAlexFDO

Authors David Nualart

Publication date 1983

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

Full work available at URL https://doi.org/10.1016/0304-4149(83)90020-0

zbMATH Keywords

Brownian sheettwo-parameter Wiener processtwo-parameter martingales

Mathematics Subject Classification ID

Diffusion processes (60J60) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integral equations (60H20) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites work

• scientific article; zbMATH DE number 3649788 (Why is no real title available?)
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• scientific article; zbMATH DE number 3378315 (Why is no real title available?)
• Calcul stochastique d�pendant d'un param�tre
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Some classes of two-parameter martingales
• Stochastic integrals in the plane

Cited in

(8)

• The effect of nested grid sampling on the parameter estimation of a spatial Gompertz diffusion
• Sample function properties of two-parameter Markov processes
• Prediction and conditional simulation of a 2D lognormal diffusion random field
• scientific article; zbMATH DE number 7300696 (Why is no real title available?)
• Estimation and prediction of a 2D lognormal diffusion random field
• An increment-type set-indexed Markov property
• Two-parameter diffusions random fields
• Symmetry on a class of multiparameter Markov processes

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