On a martingale characterization of two-parameter Wiener process

DOI10.1016/0167-7152(90)90084-KzbMath0715.60059OpenAlexW2011406443MaRDI QIDQ751722

Enrique M. Cabaña

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90084-k

zbMATH Keywords

Brownian sheetstring-martingale

Mathematics Subject Classification ID

Random fields (60G60) Brownian motion (60J65) Generalizations of martingales (60G48)

Related Items (1)

On eigenvalues of the Brownian sheet matrix

Cites Work

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