The past of a stopping point and stopping for two-parameter processes-Reference-Cited by-同舟云学术

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The past of a stopping point and stopping for two-parameter processes

Published:1983-12 Issue:4 Volume:13 Page:561-577
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Fouque Jean-Pierre

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference18 articles.

1. Sur la régularité des trajectoires des martingales à deux indices;Bakry;Z. Wahrsch. Verw. Gebiete,1979

2. Théorèmes de section et de projection pour les processus à deux indices;Bakry;Z. Wahrsch. Verw. Gebiete,1981

3. Bakry, D. Semimartigales à deux indices. Preprint.

4. Enveloppe de Snell d'un processus à paramètre bidimensionnel;Cairoli,1981

5. Stochastic integrals in the plane;Cairoli;Acta Math.,1975

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bibliography;Sequential Stochastic Optimization;1996-01-19

2. Stopping and set-indexed local martingales;Stochastic Processes and their Applications;1995-05

3. Optimal stopping for a particular family of stopping points in the plane;Stochastics;1988-08

4. On stopping points in the plane that lie on a unique optional increasing path;Stochastics;1988-08

5. Stochastic control of two-parameter processes application:the two-armed bandit problem;Stochastics;1987-11

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