Two-parameter diffusion processes and martingales-Reference-Cited by-同舟云学术

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Two-parameter diffusion processes and martingales

Published:1983-06 Issue:1 Volume:15 Page:31-57
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Nualart D.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference10 articles.

1. Une classe de processus de Markov;Cairoli;C.R. Acad. Sc. Paris,1971

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

3. Une propriété Markovienne pour les processus à deux indices;Korezlioglu;C.R. Acad. Sc. Paris,1980

4. Sur les diffusions multidirectionnelles;Korezlioglu;C.R. Acad. Sc. Paris,1980

Cited by 10 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. Symmetry on a class of multiparameter Markov processes;Mathematical Methods in the Applied Sciences;2023-11-13

2. An Increment-Type Set-Indexed Markov Property;Journal of Theoretical Probability;2014-05-04

3. The effect of nested grid sampling on the parameter estimation of a spatial Gompertz diffusion;Stochastic Environmental Research and Risk Assessment;2009-10-02

4. Prediction and Conditional Simulation of a 2D Lognormal Diffusion Random Field;Methodology and Computing in Applied Probability;2007-03-29

5. Estimation and prediction of a 2D lognormal diffusion random field;Stochastic Environmental Research and Risk Assessment;2005-05-25

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