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Two-parameter martingales
7 references·1 citing·19 second hop
Two-parameter martingales (1982)Two-parameter martingalesR�gions d'arr�t, localisations et prolongements de martingales (1978)R�gions d'arr�t, localisation…Differentiation formulas for stochastic integrals in the plane (1978)Differentiation formulas for …Calcul stochastique d�pendant d'un param�tre (1978)Calcul stochastique d�pendant…An Extension of Stochastic Integrals in the Plane (1977)An Extension of Stochastic In…Weak Martingales and Stochastic Integrals in the Plane (1976)Weak Martingales and Stochast…Stochastic integrals in the plane (1975)Stochastic integrals in the p…Martingales and stochastic integrals for processes with a multi-dimensional parameter (1974)Martingales and stochastic in…On the general theory of random fields on the plane (1982)On the general theory of rand…Multiple Wiener Integral (1951)On Square Integrable Martingales (1967)Statistical spatial series modelling II: Some further results on unilateral lattice processes (1983)Random non-linear wave equations: Smoothness of the solutions (1988)Heat Equations with Fractional White Noise Potentials (2001)Sur l'intégrale stochastique et la dècomposition de Doob-Meyer (1973)Sur la r�gularit� des trajectoires des Martingales � deux indices (1979)Intégrales stochastiques I (2006)The Representation of Functionals of Brownian Motion by Stochastic Integrals (1970)Existence of strong solutions for stochastic differential equations in the plane (1981)Ambit Processes; with Applications to Turbulence and Tumour Growth (2007)The Riemann approach to stochastic integration using non-uniform meshes (2003)Martingales with a multidimensional parameter and stochastic integrals in the plane (1986)Two-parameter heavy-traffic limits for infinite-server queues (2010)Malliavin calculus for two-parameter Wiener functionals (1985)The support of the solution to a hyperbolic SPDE (1994)Martingale representation theorems for initially enlarged filtrations (2000)Conditioned stochastic differential equations: theory, examples and application to finance (2002)What happens after a default: The conditional density approach (2010)
this work references cited by second hop

References

  • 1975Stochastic integrals in the plane500 cited
  • 1974Martingales and stochastic integrals for processes with a multi-dimensional parameter174 cited
  • 1978Calcul stochastique d�pendant d'un param�tre123 cited
  • 1976Weak Martingales and Stochastic Integrals in the Plane96 cited
  • 1978Differentiation formulas for stochastic integrals in the plane55 cited
  • 1978R�gions d'arr�t, localisations et prolongements de martingales42 cited
  • 1977An Extension of Stochastic Integrals in the Plane36 cited

Cited by

  • 1982On the general theory of random fields on the plane28 cited

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