Martingales and stochastic integrals for processes with a multi-dimensional parameter-Reference-Cited by-同舟云学术

Martingales and stochastic integrals for processes with a multi-dimensional parameter

Published:1974 Issue:2 Volume:29 Page:109-122
ISSN:0044-3719
Container-title:Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
language:en
Short-container-title:Z. Wahrscheinlichkeitstheorie verw Gebiete

Author:

Wong Eugene,Zakai Moshe

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/BF00532559.pdf

Reference10 articles.

1. Cairoli, R.: Une inegalité pour martingales à indices multiples et ses applications. Séminaire de Probabilitiés IV, Lecture Notes in Mathematics 124, 1?27. Berlin-Heidelberg-New York: Springer 1970

2. Cairoli, R.: Sur une équation différentielle stochastique. Compte Rendus Acad. Sc. Paris 274 (June 12, 1972) Ser. A, 1739?1742

3. Cameron, R. H., Martin, W. T.: The orthogonal development of nonlinear functionals in a series of Fourier-Hermite functions. Ann. of Math. 48, 385?392 (1947)

4. Clark, J. M. C.: The representation of functionals of Brownian motion by stochastic integrals. Ann. Math. Statist, 41, 1282?1295 (1970)

5. Doléans-Dade, C., Meyer, P. A.: Intégrales stochastiques par rapport aux martingales locale. Séminaire de Probabilitiés IV, Lecture Notes in Mathematics, 124, 77?107. Berlin-Heidelberg-New York: Springer 1970

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