Stochastic integral representations for multiparameter random fields with stationary independent increments

DOI10.1080/17442508308833277zbMath0532.60045OpenAlexW2067484986MaRDI QIDQ3314668

Richard F. Bass

Publication date: 1983

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508308833277

zbMATH Keywords

Brownian sheetstochastic integral representationrandom fields with stationary independent increments

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05)

Cites Work

• Stochastic integrals in the plane
• Équations du filtrage pour un processus de poisson mélangé á deux indices
• Representation of the square integrable martingales generated by a two-parameter Lévy process
• [https://portal.mardi4nfdi.de/wiki/Publication:4076586 Repr�sentation des martingales de carr� integrable relative aux processus de Wiener et de Poisson � n param�tres]
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Unnamed Item

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