Two-parameter harnesses and the Wiener process

DOI10.1007/BF00531429MaRDI QIDQ3906199zbMATH OpenFDO

Authors

Publication date 1981

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00531429

zbMATH Keywords

two-parameter reversed martingalestwo-parameter Wiener process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Brownian motion (60J65)

Cites work

• scientific article; zbMATH DE number 3707509 (Why is no real title available?)
• scientific article; zbMATH DE number 3637043 (Why is no real title available?)
• scientific article; zbMATH DE number 3306391 (Why is no real title available?)
• Predictable and dual predictable projections of two-parameter stochastic processes
• Stochastic integrals in the plane

Cited in

(5)

• Harnesses, Lévy bridges and Monsieur Jourdain
• Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials
• scientific article; zbMATH DE number 3826936 (Why is no real title available?)
• Flows in near algebras with applications to harnesses
• Infinitesimal generators for a family of polynomial processes -- an algebraic approach

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