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Sur la régularité des trajectoires des martingales à deux indices. (French) Zbl 0419.60051

60G48 Generalizations of martingales
60G44 Martingales with continuous parameter
Full Text: DOI
[1] Cairoli, R., Walsh, J.B.: Stochastic integrals in the plane. Acta Math. 134, 111-183 (1975) · Zbl 0334.60026 · doi:10.1007/BF02392100
[2] Doleans, C., Meyer, P.A.: Un petit théorème de projection pour processus à deux indices. Séminaire de Probabilité XIII. Lecture Notes in Maths. Berlin-Heidelberg-New York: Springer 1979 · Zbl 0409.60051
[3] Merzbach, E.: Stopping for two dimensionnal stochastic processes. (A paraÎtre) · Zbl 0428.60050
[4] Cairoli, R., Walsh, J.B.: Région d’arrÊt, localisation et prolongement de martingales. Z. Wahrscheinlichkeitstheorie verw. Gebiete 44, 279-306 (1978) · Zbl 0369.60043 · doi:10.1007/BF01013193
[5] Walsh, J.B.: Martingales with a multidimensionnal parameter and stochastic integrals in the plane. Cours de 3ème Cycle, Laboratoire de Calcul des Probabilités, Université Paris VI, Année 76-77
[6] Wong, E., Zakai, M.: Weak martingales and stochastic integrals in the plane. Ann. Probability 4, 570-586 (1976) · Zbl 0359.60053 · doi:10.1214/aop/1176996028
[7] Walsh, J.B.: Convergence and regularity of multiparameter strong martingales. Z. Wahrscheinlichkeitstheorie verw. Gebiete 46, 177-192 (1979) · Zbl 0395.60040 · doi:10.1007/BF00533258
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