Two-parameter harnesses and the Wiener process

DOI10.1007/BF00531429zbMath0456.60047MaRDI QIDQ3906199

No author found.

Publication date: 1981

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

zbMATH Keywords

two-parameter Wiener processtwo-parameter reversed martingales

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44)

Related Items (4)

Flows in near algebras with applications to harnesses ⋮ Unnamed Item ⋮ Harnesses, Lévy bridges and Monsieur Jourdain ⋮ Quadratic harnesses, $q$-commutations, and orthogonal martingale polynomials

Cites Work

• Stochastic integrals in the plane
• Predictable and dual predictable projections of two-parameter stochastic processes
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