Une remarque sur la théorie des grandes déviations
Changing time for two-parameter strong martingales
Malliavin calculus for two-parameter processes
Sobre una caracterización de los espacios resolubles.
Matemáticas y Medicina.
On the fractional integral of Weyl in Lp.
Intégrales stochastiques par rapport au processus de Wiener à deux paramètres
A Markov property for two parameter Gaussian processes.
This paper deals with the relationship between two-dimensional parameter Gaussian random fields verifying a particular Markov property and the solutions of stochastic differential equations. In the non Gaussian case some diffusion conditions are introduced, obtaining a backward equation for the evolution of transition probability functions.
Planar semimartingales obtained by transformations of two-parameter martingales
Stability of schemes for the numerical treatment of an equation modelling fluidized beds
Fractional powers of non-negative operators in Fréchet spaces.
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