Different kinds of two-parameter martingales-Reference-Cited by-同舟云学术

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Different kinds of two-parameter martingales

Published:1985-12 Issue:3 Volume:52 Page:193-208
ISSN:0021-2172
Container-title:Israel Journal of Mathematics
language:en
Short-container-title:Israel J. Math.

Author:

Merzbach Ely,Nualart David

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Link

http://link.springer.com/content/pdf/10.1007/BF02786515.pdf

Reference10 articles.

1. R. Cairoli and J. B. Walsh,Stochastic integrals in the plane, Acta Math.134 (1975), 111–183.

2. A. A. Gushchin,On the general theory of random fields on the plane, Russian Math. Surveys37:6 (1982), 55–80.

3. G. Mazziotto and J. Szpirglas,Equations du filtrage pour un processus de Poisson melangé à deux indices, Stochastics4 (1980), 89–119.

4. E. Merzbach and M. Zakai,Predictable and dual predictable projections for two-parameter stochastic processes, Z. Wahrscheinlichkeitstheorie und verw. Gebiete53 (1980), 263–269.

5. D. Nualart,Differents types de martingales à deux indices, Lecture Notes in Math., No. 986, 1983, pp. 398–417.

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