Pages that link to "Item:Q4768396"
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The following pages link to Martingales and stochastic integrals for processes with a multi-dimensional parameter (Q4768396):
Displaying 50 items.
- Boundary noncrossings of additive Wiener fields (Q406615) (← links)
- On the relations between increasing functions associated with two- parameter continuous martingales (Q582694) (← links)
- Stochastic integrals for nonprevisible, multiparameter processes (Q687076) (← links)
- Two-parameter heavy-traffic limits for infinite-server queues (Q708814) (← links)
- White noise approach to multiparameter stochastic integration (Q757990) (← links)
- A multiparameter stochastic integral and forward equations (Q799028) (← links)
- Properties of Hida processes on \({\mathbb{R}}^ 2\). I: N-Hida processes (Q801601) (← links)
- Dependence on the boundary condition for linear stochastic differential equations in the plane (Q908585) (← links)
- Nonlinear filtering equations for two-parameter semimartingales (Q1052745) (← links)
- Stochastic integration on partially ordered sets (Q1068449) (← links)
- Different kinds of two-parameter martingales (Q1081203) (← links)
- Multiparameter martingale differential forms (Q1088291) (← links)
- Limit theorems for supercritical branching random fields with immigration (Q1098501) (← links)
- Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process (Q1120903) (← links)
- Filtering theory for stochastic processes with two dimensional time parameter (Q1153066) (← links)
- Stopping times and an extension of stochastic integrals in the plane (Q1157840) (← links)
- Wiener distributions and white noise analysis (Q1198462) (← links)
- Stochastic integrals in the plane (Q1229042) (← links)
- Differentiation formulas for stochastic integrals in the plane (Q1244567) (← links)
- Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem (Q1247683) (← links)
- Différents types de variations produit pour une semi-martingale représentable de \([0,1]^2\) (Q1253490) (← links)
- Identifying nonlinear covariate effects in semimartingale regression models (Q1262059) (← links)
- Holomorphic martingales and interpolation between Hardy spaces (Q1317285) (← links)
- Multimartingales, spectral measures and stochastic integration (Q1324843) (← links)
- Stochastic integrators indexed by a multi-dimensional parameter (Q1326317) (← links)
- Some Brownian functionals and their laws (Q1370221) (← links)
- Strong scheme for a stochastic Goursat problem. (Q1427648) (← links)
- Infinite interval backward stochastic differential equations in the plane (Q1432865) (← links)
- Quasi-free quantum stochastic integrals in the plane (Q1611475) (← links)
- Transportation inequalities for stochastic heat equations (Q1642432) (← links)
- Littlewood-Paley theory for triangle buildings (Q1651362) (← links)
- Random fluctuations at an equilibrium of a nonlinear reaction-diffusion equation (Q1802421) (← links)
- A property of two-parameter martingales with path-independent variation (Q1822134) (← links)
- Two-parameter diffusion processes and martingales (Q1838773) (← links)
- The Wong-Zakai-Clifford quantum stochastic integral (Q1853803) (← links)
- Complex valued multiparameter stochastic integrals (Q1900165) (← links)
- On infinite dimensional sheets (Q1902483) (← links)
- Transformations of Gaussian random fields to Brownian sheet and nonparametric change-point tests (Q1922134) (← links)
- Properties of Hida processes on \({\mathbb{R}}^ 2\). II. Prediction and interpolation problems for processes on \({\mathbb{R}}^ 2\) (Q2266526) (← links)
- Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet (Q2355261) (← links)
- Various types of stochastic integrals with respect to fractional Brownian sheet and their applications (Q2480364) (← links)
- Euler Scheme for a Stochastic Goursat Problem (Q3158137) (← links)
- Ito's formula for continuous (N,d)-processes (Q3221124) (← links)
- Stochastic integral representations for multiparameter random fields with stationary independent increments (Q3314668) (← links)
- (Q3326537) (← links)
- Two parameter optimal stopping and bi-Markov processes (Q3344917) (← links)
- Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach (Q3405552) (← links)
- NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS (Q3421618) (← links)
- Markov processes and random fields (Q3668585) (← links)
- Stochastic integrals on general topological measurable spaces (Q3668590) (← links)
