A note on the localization of two-parameter processes

DOI10.1007/BF01845995zbMath0592.60040OpenAlexW1999386224MaRDI QIDQ1075693

Peter Imkeller

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01845995

zbMATH Keywords

stopping domainfiltration of a Wiener sheettwo-parameter strong martingales

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Martingales with continuous parameter (60G44)

Related Items (1)

Stopping and set-indexed local martingales

Cites Work

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• Stopping for two-dimensional stochastic processes
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales]
• Convergence and regularity of multiparameter strong martingales
• Variations quadratiques et inégalités pour les martingales a deux indices

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