Two-parameter diffusions random fields

DOI10.1080/07362999808809540MaRDI QIDQ4395801zbMATH OpenOpenAlexFDO

Authors Mariano J. Valderrama, María D. Ruiz-Medina

Publication date 9 March 1999

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999808809540

zbMATH Keywords

Gaussian diffusionlinear hyperbolic stochastic partial differential equationMarkov property

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60)

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Cites work

• A stochastic model of neural response
• Convergence and regularity of multiparameter strong martingales
• Dependence on the boundary condition for linear stochastic differential equations in the plane
• Markov properties for point processes on the plane
• On the relations between increasing functions associated with two- parameter continuous martingales
• Randomized stopping points and optimal stopping on the plane
• Stochastic differential equations on the plane: Smoothness of the solution
• Two-parameter diffusion processes and martingales

Cited in

(10)

• A Wold-like decomposition of two-dimensional discrete homogeneous random fields
• Prediction and conditional simulation of a 2D lognormal diffusion random field
• Estimation and prediction of a 2D lognormal diffusion random field
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• scientific article; zbMATH DE number 4201279 (Why is no real title available?)
• scientific article; zbMATH DE number 3905573 (Why is no real title available?)
• scientific article; zbMATH DE number 3944968 (Why is no real title available?)
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• Some analytical and statistical aspects related to 2D lognormal diffusion random fields
• Diffusions on a space of interval partitions: the two-parameter model

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