Markov processes on the plane

DOI10.1080/17442508508833362zbMath0588.60043OpenAlexW1983503655MaRDI QIDQ3715975

Eugene Wong, Moshe Zakai

Publication date: 1985

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508508833362

zbMATH Keywords

Brownian sheetMarkov propertytwo parameter processes

Mathematics Subject Classification ID

Random fields (60G60) Geometric probability and stochastic geometry (60D05) Stochastic integrals (60H05) Markov processes (60J99)

Related Items (8)

Multiparameter martingale differential forms ⋮ Random nonlinear wave equations: Smoothness of the solutions ⋮ Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields ⋮ Isotropic Gauss-Markov currents ⋮ A prediction problem for the Brownian sheet ⋮ The sharp Markov property of the Brownian sheet and related processes ⋮ A strong Markov property for set-indexed processes ⋮ Some central limit theorems for Markov paths and some properties of Gaussian random fields

Cites Work

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• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• Martingale representations and holomorphic processes
• Differentiation formulas for stochastic integrals in the plane
• The Markov property for generalized Gaussian random fields
• Construction of quantum fields from Markoff fields
• “Markov Times” for Random Fields
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• A remark on Markovian germ fields
• Homogeneous Gauss-Markov Random Fields
• Brownian Motion with a Several-Dimensional Time

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