Two-parameter diffusion processes and martingales

DOI10.1016/0304-4149(83)90020-0zbMath0511.60071OpenAlexW2009042147MaRDI QIDQ1838773

David Nualart

Publication date: 1983

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(83)90020-0

zbMATH Keywords

Brownian sheettwo-parameter Wiener processtwo-parameter martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Random operators and equations (aspects of stochastic analysis) (60H25) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Stochastic integral equations (60H20)

Related Items (7)

An increment-type set-indexed Markov property ⋮ Prediction and conditional simulation of a 2D lognormal diffusion random field ⋮ Sample function properties of two-parameter Markov processes ⋮ Two-parameter diffusions random fields ⋮ Estimation and prediction of a 2D lognormal diffusion random field ⋮ The effect of nested grid sampling on the parameter estimation of a spatial Gompertz diffusion ⋮ Unnamed Item

Cites Work

• Some classes of two-parameter martingales
• Stochastic integrals in the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
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