A Martingale Characterization of Diffusion Random Fields on the Plane

DOI10.1137/1135016zbMath0724.60050OpenAlexW2073006513MaRDI QIDQ3212064

Yuliya S. Mishura

Publication date: 1990

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135016

zbMATH Keywords

martingale characterizationCameron-Martin-Girsanov formuladiffusion field

Mathematics Subject Classification ID

Random fields (60G60) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

This page was built for publication: A Martingale Characterization of Diffusion Random Fields on the Plane