×
Cairoli, R.; Walsh, John B.

Stochastic integrals in the plane. (English) Zbl 0334.60026

Acta Math. 134, 111-183 (1975).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0334.60026

Cited in 26 Reviews
Cited in 265 Documents

MSC:

60H05 Stochastic integrals
PDF BibTeX XML Cite
\textit{R. Cairoli} and \textit{J. B. Walsh}, Acta Math. 134, 111--183 (1975; Zbl 0334.60026)
Full Text: DOI

References:

[1] Cairoli, R., martingales à deux paramètres de carré intégrable.C. R. Acad. Sc. Paris Sér A-B, 272 (1971), 1731–1734. · Zbl 0216.21301
[2] –, Une inégalité pour martingales à indices multiples et ses applications.Séminaire de probabilités IV, Université de Strasbourg, Springer, Berlin, 1970, 1–27.
[3] Doléans, C., Intégrales stochastiques dépendant d’un paramètre.Publ. Inst. Statist. Univ. Paris, 16 (1967), 23–34.
[4] Doob, J. L.,Stochastic processes. New York, 1953. · Zbl 0053.26802
[5] Getoor, R. K. &Sharpe, M. J., Conformal martingales.Invent. Math., 6 (1972), 271–308. · Zbl 0268.60048
[6] Hudson, W. N., Continuity of sample functions of biadditive processes.Pacific J. Math., 42 (1972), 343–358. · Zbl 0255.60050
[7] Ito, K.,Lectures on stochastic processes. Tata Institute of Fundamental Research, Bombay, 1961. · Zbl 0114.34104
[8] –, Multiple Wiener integral.J. Math. Soc. Japan, 3 (1951), 157–169. · Zbl 0044.12202
[9] Jessen, B., Marcinkiewicz, J. &Zygmund, A., Note on the differentiability of multiple integrals.Fund. Math., 25 (1935), 217–234. · Zbl 0012.05901
[10] Kunita, H. &Watanabe, S., On square integrable martingales.Nagoya Math. J., 30 (1967), 209–245. · Zbl 0167.46602
[11] McKean, H. P.,Stochastic integrals. Academic Press, New York, 1969.
[12] Metraux, C., Les inégalités de Burkholder dans le cas de martingales à deux paramètres. In preparation.
[13] Meyer, P. A., Intégrales stochastiques I.Séminaire de probabilités I, Université de Strasbourg, Springer, Berlin, 1967, 72–94.
[14] Orey, S. &Pruitt, W., Sample functions of theN-parameter Wiener process.Ann. Probability, 1 (1973), 138–163. · Zbl 0284.60036
[15] Park, W. J., A multiparameter Gaussian process.Ann. Math. Stat., 41 (1970), 1582–1595. · Zbl 0279.60030
[16] Rao, K. M., On decomposition theorems of Meyer.Math. Scand., 24 (1969), 66–78. · Zbl 0193.45501
[17] Saks, S., Remark on the differentiability of the Lebesgue indefinite integral.Fund. Math., 22 (1934), 257–261. · Zbl 0009.10602
[18] Wong, E. &Zakai, M., Martingales and stochastic integrals for processes with a multidimensional parameter.Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 29 (1974), 109–122. · Zbl 0282.60030
[19] Yeh, J., Wiener measure in a space of functions of two variables.Trans. Amer. Math. Soc., 95 (1960), 443–450. · Zbl 0201.49402
[20] Zimmerman, G. J., Some sample function properties of the two-parameter Gaussian process.Ann. Math. Stat., 43 (1972), 1235–1246. · Zbl 0244.60032
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.