Repr�sentation des martingales de carr� integrable relative aux processus de Wiener et de Poisson � n param�tres

DOI10.1007/BF00533316zbMath0315.60027OpenAlexW2021545222MaRDI QIDQ4076586

Marc Yor

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1007/bf00533316

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items

Different kinds of two-parameter martingales, Multiparameter martingale differential forms, Strong solutions of stochastic differential equations for multiparameter processes, Unnamed Item, Point processes indexed by directed sets, Ito's formula for continuous (N,d)-processes, Stochastic integral representations for multiparameter random fields with stationary independent increments, On the local time of the multiparameter wiener process and the asymptotic behaviour of an associated integral, On an extension of Lévy's stochastic area process to higher dimensions, Équations du filtrage pour un processus de poisson mélangé á deux indices, Multiple stochastic integrals: Projection and iteration

Cites Work

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• Stochastic integrals in the plane
• Multiple Wiener integral
• A Multi-Parameter Gaussian Process
• Martingales and stochastic integrals for processes with a multi-dimensional parameter