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Différents types de martingales à deux indices

David Nualart

Séminaire de probabilités de Strasbourg (1983)

  • Volume: 17, page 398-417

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Nualart, David. "Différents types de martingales à deux indices." Séminaire de probabilités de Strasbourg 17 (1983): 398-417. <http://eudml.org/doc/113457>.

@article{Nualart1983,
author = {Nualart, David},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {two parameter martingales},
language = {fre},
pages = {398-417},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Différents types de martingales à deux indices},
url = {http://eudml.org/doc/113457},
volume = {17},
year = {1983},
}

TY - JOUR
AU - Nualart, David
TI - Différents types de martingales à deux indices
JO - Séminaire de probabilités de Strasbourg
PY - 1983
PB - Springer - Lecture Notes in Mathematics
VL - 17
SP - 398
EP - 417
LA - fre
KW - two parameter martingales
UR - http://eudml.org/doc/113457
ER -

References

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  1. Bakry, D.Sur la régularité des trajectoires des martingales à deux indices. ZfW. 50, 149-157 (1979). Zbl0419.60051MR551608
  2. Cairoli, R.Une inégalité pour martingales à indices multiples et ses applications. Lecture Notes in Math. 124, 1-27 (1970). Zbl0218.60045MR270424
  3. Cairoli, R.; Walsh, J.B.Stochastic integrals in the plane. Acta Math.134, 111-183 (1975). Zbl0334.60026MR420845
  4. Cairoli, R.; Walsh, J.B.Régions d'arrêt, localisations et prolongements de martingales. ZfW. 44, 279-306 (1978). Zbl0369.60043MR509203
  5. Chevalier, L.Martingales continues à deux paramètres. Bull. Sc. Math.106, 19-62 (1982). Zbl0493.60055MR654423
  6. Guyon, X.; Prum, B.Semi-martingales à indice dans R2. Thèse, Université de Paris-Sud (1980). Zbl0447.60041MR581535
  7. Merzbach, E.; Zakai, M.Predictable and dual predictable projections for two-parameter stochastic processes. ZfW. 53, 263-269 (1980). Zbl0437.60040MR586018
  8. Meyer, P.A.Théorie élémentaire des processus à deux indices. Lecture Notes in Math. 863, 1-39 (1981). Zbl0461.60072MR630303
  9. Nualart, D.Martingales à variation indépendante du chemin. Lecture Notes in Math. 863, 128-148 (1981). Zbl0458.60040MR630310
  10. Nualart, D.; Sanz, M.A singular stochastic integral equation. Proc. Amer Math. Soc. (1982). Zbl0505.60076MR663883
  11. Walsh, J.B.Martingales with a multidimensional parameter and stochastic integrals in the plane. Cours de 3e cycle, Paris VI (1977). 
  12. Walsh, J.B.Convergence and regularity of multiparameter strong martingales. ZfW. 46, 177-192 (1979). Zbl0395.60040MR516739
  13. Wong, E.; Zakai, M.Martingales and stochastic integrals for processes with a multidimensional parameter. ZfW. 29, 109-122 (1974). Zbl0282.60030MR370758
  14. Wong, E.; Zakai, M.Weak martingales and stochastic integrals in the plane. Ann. Prob.4, 570-587 (1976). Zbl0359.60053MR517927
  15. Zakai, M.Some classes of two-parameter martingales. Ann. Prob.9, 255-265 (1981). Zbl0462.60055MR606987

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