Predictable and dual predictable projections of two-parameter stochastic processes

DOI10.1007/BF00531435zbMath0437.60040MaRDI QIDQ3878471

Ely Merzbach, Moshe Zakai

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

two-parameter processes

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Related Items (16)

Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane ⋮ Different kinds of two-parameter martingales ⋮ Predictable projections for point process filtrations ⋮ Filtrations for the two parameter jump process ⋮ Point processes indexed by directed sets ⋮ Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane ⋮ Optimal detection of a change-set in a spatial Poisson process ⋮ Variations quadratiques et inégalités pour les martingales a deux indices ⋮ Quasi-sure product variation of two-parameter smooth martingales on the Wiener space ⋮ Martingale field transformations under a change of probability measure ⋮ Two-parameter harnesses and the Wiener process ⋮ Unnamed Item ⋮ Bimeasures and measures induced by planar stochastic integrators ⋮ Martingales, potentials and exponentials associated with a two-parameter jump process ⋮ Uniqueness theorem of solutions for stochastic differential equation in the plane ⋮ Regularity and decomposition of two-parameter supermartingales

Cites Work

• Stochastic integrals in the plane
• The sample function continuity of stochastic integrals in the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:3852895 Sur la r�gularit� des trajectoires des Martingales � deux indices]
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