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Martingales and stochastic integrals for processes with a multi-dimensional parameter
3 references·12 citing·31 second hop
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this work references cited by second hop

References

  • 1951Multiple Wiener Integral699 cited
  • 1967On Square Integrable Martingales617 cited
  • 1970The Representation of Functionals of Brownian Motion by Stochastic Integrals233 cited

Cited by

  • 2007Ambit Processes; with Applications to Turbulence and Tumour Growth71 cited
  • 1986Martingales with a multidimensional parameter and stochastic integrals in the plane69 cited
  • 1981Existence of strong solutions for stochastic differential equations in the plane66 cited
  • 2010Two-parameter heavy-traffic limits for infinite-server queues65 cited
  • 1978Differentiation formulas for stochastic integrals in the plane55 cited
  • 1978R�gions d'arr�t, localisations et prolongements de martingales42 cited
  • 1982Two-parameter martingales34 cited
  • 1988A Note on Paley-Wiener-Zygmund Stochastic Integrals33 cited
  • 1981Some Classes of Two-Parameter Martingales30 cited
  • 1985Two parameter optimal stopping and bi-Markov processes28 cited
  • 2006Nonclausal stochastic integrals and calculus26 cited
  • 1988Large finite population queueing systems part i: the infinite server model.17 cited

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