Two-parameter diffusion processes and martingales
type: Item
instance of: scholarly article
title: Two-parameter diffusion processes and martingales
zbMATH Open document ID: 0511.60071
DOI: 10.1016/0304-4149(83)90020-0
author: David Nualart
published in: Stochastic Processes and their Applications
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 60H25
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 3806656
zbMATH Keywords: two-parameter martingales
zbMATH Keywords: two-parameter Wiener process
zbMATH Keywords: Brownian sheet
MaRDI profile type: Publication
full work available at URL: 0304-4149(83)90020-0
OpenAlex ID: W2009042147
cites work: Q5649188
cites work: Stochastic integrals in the plane
cites work: Q4189915
cites work: Q3875031
cites work: Q3868568
cites work: Q3207861
cites work: Q3908250
cites work: Calcul stochastique d�pendant d'un param�tre
cites work: Martingales and stochastic integrals for processes with a multi-dimensional parameter
cites work: Some classes of two-parameter martingales
description: scientific article; zbMATH DE number 3806656