Wu, Fuke; Yin, George An averaging principle for two-time-scale stochastic functional differential equations. (English) Zbl 1442.34127 J. Differ. Equations 269, No. 1, 1037-1077 (2020). Reviewer: Yong-Kui Chang (Xi’an) MSC: 34K50 34K33 34K26 60G44 60J60 92D25 PDF BibTeX XML Cite \textit{F. Wu} and \textit{G. Yin}, J. Differ. Equations 269, No. 1, 1037--1077 (2020; Zbl 1442.34127) Full Text: DOI
Mykland, Per A.; Zhang, Lan; Chen, Dachuan The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times. (English) Zbl 1452.62782 J. Econom. 208, No. 1, 101-119 (2019). MSC: 62P05 60F05 60G44 62M09 62P20 PDF BibTeX XML Cite \textit{P. A. Mykland} et al., J. Econom. 208, No. 1, 101--119 (2019; Zbl 1452.62782) Full Text: DOI
Flesch, János; Predtetchinski, Arkadi; Sudderth, William Characterization and simplification of optimal strategies in positive stochastic games. (English) Zbl 1417.91072 J. Appl. Probab. 55, No. 3, 728-741 (2018). MSC: 91A15 91A05 60J10 60G42 PDF BibTeX XML Cite \textit{J. Flesch} et al., J. Appl. Probab. 55, No. 3, 728--741 (2018; Zbl 1417.91072) Full Text: DOI
Steger, Tim; Trojan, Bartosz Littlewood-Paley theory for triangle buildings. (English) Zbl 1396.22006 J. Geom. Anal. 28, No. 2, 1122-1150 (2018). Reviewer: Ferenc Weisz (Budapest) MSC: 22E35 60G42 51E24 PDF BibTeX XML Cite \textit{T. Steger} and \textit{B. Trojan}, J. Geom. Anal. 28, No. 2, 1122--1150 (2018; Zbl 1396.22006) Full Text: DOI
Guo, Xin; Pan, Chen; Peng, Shige Martingale problem under nonlinear expectations. (English) Zbl 1391.60094 Math. Financ. Econ. 12, No. 2, 135-164 (2018). MSC: 60G44 60G40 60H30 49J10 93E20 60H15 PDF BibTeX XML Cite \textit{X. Guo} et al., Math. Financ. Econ. 12, No. 2, 135--164 (2018; Zbl 1391.60094) Full Text: DOI arXiv
Yin, Di; Ma, Congbian Inequalities of two-parameter noncommutative martingales. (Chinese. English summary) Zbl 1399.46096 J. Math., Wuhan Univ. 37, No. 4, 851-858 (2017). MSC: 46L52 46L53 60G42 PDF BibTeX XML Cite \textit{D. Yin} and \textit{C. Ma}, J. Math., Wuhan Univ. 37, No. 4, 851--858 (2017; Zbl 1399.46096) Full Text: DOI
Mohsenipour, Maryam; Sadeghi, Ghadir Atomic decomposition of martingale weighted Lorentz spaces with two-parameter and applications. (English) Zbl 1380.46025 Rocky Mt. J. Math. 47, No. 3, 927-945 (2017). MSC: 46E30 46B70 60G42 60G46 PDF BibTeX XML Cite \textit{M. Mohsenipour} and \textit{G. Sadeghi}, Rocky Mt. J. Math. 47, No. 3, 927--945 (2017; Zbl 1380.46025) Full Text: DOI Euclid
Kozaryn, Maciej; Michta, Mariusz; Świątek, Kamil Ł. Stochastic inclusions driven by two-parameter martingales. (English) Zbl 1350.60064 Dyn. Syst. Appl. 25, No. 1-2, 123-152 (2016). MSC: 60H20 60H05 60G44 60G60 26E25 PDF BibTeX XML Cite \textit{M. Kozaryn} et al., Dyn. Syst. Appl. 25, No. 1--2, 123--152 (2016; Zbl 1350.60064)
Ben Abdelwahed, Imen; Trabelsi, Faouzi On convergence of the utility indifference pricing in the model preserving the CGMY minimal entropy martingale measure. (English) Zbl 1390.91292 Int. J. Math. Oper. Res. 7, No. 4, 428-463 (2015). MSC: 91G20 60G44 60G51 PDF BibTeX XML Cite \textit{I. Ben Abdelwahed} and \textit{F. Trabelsi}, Int. J. Math. Oper. Res. 7, No. 4, 428--463 (2015; Zbl 1390.91292) Full Text: DOI
Chen, May-Ru; Hsiau, Shoou-Ren; Yang, Ting-Hsin A new two-urn model. (English) Zbl 1296.60071 J. Appl. Probab. 51, No. 2, 590-597 (2014). MSC: 60F15 60G42 60E05 PDF BibTeX XML Cite \textit{M.-R. Chen} et al., J. Appl. Probab. 51, No. 2, 590--597 (2014; Zbl 1296.60071) Full Text: DOI
Ruiz-Medina, M. D.; Anh, V. V.; Espejo, R. M.; Frías, M. P. Heterogeneous spatial dynamical regression in a Hilbert-valued context. (English) Zbl 1429.62430 Stochastic Anal. Appl. 31, No. 3, 509-527 (2013). MSC: 62M30 62G08 62G20 62M10 62P05 PDF BibTeX XML Cite \textit{M. D. Ruiz-Medina} et al., Stochastic Anal. Appl. 31, No. 3, 509--527 (2013; Zbl 1429.62430) Full Text: DOI
Osȩkowski, Adam Best constant in Zygmund’s inequality and related estimates for orthogonal harmonic functions and martingales. (English) Zbl 1242.31002 J. Korean Math. Soc. 49, No. 3, 659-670 (2012). MSC: 31A05 60G44 PDF BibTeX XML Cite \textit{A. Osȩkowski}, J. Korean Math. Soc. 49, No. 3, 659--670 (2012; Zbl 1242.31002) Full Text: DOI
Kolodij, N. A. On parameter-measurability of the stochastic integral with respect to the two-parameter strong martingale. (English. Russian original) Zbl 1245.60053 Theory Probab. Appl. 56, No. 1, 132-140 (2012); translation from Teor. Veroyatn. Primen. 56, No. 1, 159-167 (2011). Reviewer: Jacques Franchi (Strasbourg) MSC: 60H05 60G44 60G07 PDF BibTeX XML Cite \textit{N. A. Kolodij}, Theory Probab. Appl. 56, No. 1, 132--140 (2012; Zbl 1245.60053); translation from Teor. Veroyatn. Primen. 56, No. 1, 159--167 (2011) Full Text: DOI
Zhang, Lan; Mykland, Per A.; Aït-Sahalia, Yacine Edgeworth expansions for realized volatility and related estimators. (English) Zbl 1441.62912 J. Econom. 160, No. 1, 190-203 (2011). MSC: 62P20 62E20 60G44 62P05 PDF BibTeX XML Cite \textit{L. Zhang} et al., J. Econom. 160, No. 1, 190--203 (2011; Zbl 1441.62912) Full Text: DOI
Osȩkowski, Adam A sharp weak-type bound for Itô processes and subharmonic functions. (English) Zbl 1234.60048 Kyoto J. Math. 51, No. 4, 875-890 (2011). Reviewer: Zoran Vondraček (Zagreb) MSC: 60G44 31A05 60H05 PDF BibTeX XML Cite \textit{A. Osȩkowski}, Kyoto J. Math. 51, No. 4, 875--890 (2011; Zbl 1234.60048) Full Text: DOI
Weisz, Ferenc Applications of multi-parameter martingales in Fourier analysis. (English) Zbl 1231.42028 Stoch. Dyn. 11, No. 2-3, 551-568 (2011). Reviewer: Ferenc Móricz (Szeged) MSC: 42C10 60G42 43A75 42B30 PDF BibTeX XML Cite \textit{F. Weisz}, Stoch. Dyn. 11, No. 2--3, 551--568 (2011; Zbl 1231.42028) Full Text: DOI
Ruiz-Medina, M. D. Spatial autoregressive and moving average Hilbertian processes. (English) Zbl 1327.62266 J. Multivariate Anal. 102, No. 2, 292-305 (2011). MSC: 62G08 65D07 91B72 91B74 62P12 47B32 PDF BibTeX XML Cite \textit{M. D. Ruiz-Medina}, J. Multivariate Anal. 102, No. 2, 292--305 (2011; Zbl 1327.62266) Full Text: DOI
Li, Y. F.; Liu, P. D. Weak atomic decomposition of B-valued martingales with two-parameters. (English) Zbl 1224.60088 Acta Math. Hung. 127, No. 3, 225-238 (2010). Reviewer: P. R. Parthasarathy (Chennai) MSC: 60G42 60G46 46B09 PDF BibTeX XML Cite \textit{Y. F. Li} and \textit{P. D. Liu}, Acta Math. Hung. 127, No. 3, 225--238 (2010; Zbl 1224.60088) Full Text: DOI
Ma, Tao Atomic decompositions of two-parameter weak Hardy spaces of Banach-valued martingales. (English) Zbl 1199.60150 J. Math., Wuhan Univ. 29, No. 2, 119-124 (2009). MSC: 60G42 46B20 60B11 PDF BibTeX XML Cite \textit{T. Ma}, J. Math., Wuhan Univ. 29, No. 2, 119--124 (2009; Zbl 1199.60150)
Siu, Tak Kuen; Yang, Hailiang Option pricing when the regime-switching risk is priced. (English) Zbl 1188.91222 Acta Math. Appl. Sin., Engl. Ser. 25, No. 3, 369-388 (2009). Reviewer: Klaus Schürger (Bonn) MSC: 91G20 60G44 PDF BibTeX XML Cite \textit{T. K. Siu} and \textit{H. Yang}, Acta Math. Appl. Sin., Engl. Ser. 25, No. 3, 369--388 (2009; Zbl 1188.91222) Full Text: DOI
Wang, Yingzhan; Hou, Youliang Inequalities for two-parameter martingales with respect to complex measure. (Chinese. English summary) Zbl 1174.60377 J. Math., Wuhan Univ. 28, No. 3, 290-294 (2008). MSC: 60G46 PDF BibTeX XML Cite \textit{Y. Wang} and \textit{Y. Hou}, J. Math., Wuhan Univ. 28, No. 3, 290--294 (2008; Zbl 1174.60377)
Li, Yufan; Liu, Peide Weak atomic decomposition of martingales with two-parameters. (Chinese. English summary) Zbl 1174.60019 Chin. Ann. Math., Ser. A 29, No. 3, 333-342 (2008). MSC: 60G42 PDF BibTeX XML Cite \textit{Y. Li} and \textit{P. Liu}, Chin. Ann. Math., Ser. A 29, No. 3, 333--342 (2008; Zbl 1174.60019)
Liu, Pingbing; Xiang, Xuyan On the properties of solutions to S.D.E. of mixed martingale and Poisson sheet type in the plane. (English) Zbl 1098.60054 J. Hunan Univ. Arts Sci., Nat. Sci. 17, No. 3, 3-6 (2005). MSC: 60H10 PDF BibTeX XML Cite \textit{P. Liu} and \textit{X. Xiang}, J. Hunan Univ. Arts Sci., Nat. Sci. 17, No. 3, 3--6 (2005; Zbl 1098.60054)
Rang, Guanglin; Xu, Kan Pathwise uniqueness of the solutions to Volterra type stochastic differential equations in the plane. (English) Zbl 1054.60070 Northeast. Math. J. 19, No. 4, 306-310 (2003). MSC: 60H30 PDF BibTeX XML Cite \textit{G. Rang} and \textit{K. Xu}, Northeast. Math. J. 19, No. 4, 306--310 (2003; Zbl 1054.60070)
Dragičević, Oliver; Volberg, Alexander Sharp estimate of the Ahlfors-Beurling operator via averaging martingale transforms. (English) Zbl 1056.42011 Mich. Math. J. 51, No. 2, 415-435 (2003). Reviewer: Jörg Wenzel (Kaiserslautern) MSC: 42B20 47G10 60G42 PDF BibTeX XML Cite \textit{O. Dragičević} and \textit{A. Volberg}, Mich. Math. J. 51, No. 2, 415--435 (2003; Zbl 1056.42011) Full Text: DOI
Lanjri Zaïdi, N. A class of two-parameter backward stochastic differential equations driven by a Brownian sheet. (English) Zbl 1010.60060 Stochastic Anal. Appl. 20, No. 4, 883-899 (2002). Reviewer: Gheorghe Stoica (Saint John NB) MSC: 60H20 60G20 PDF BibTeX XML Cite \textit{N. Lanjri Zaïdi}, Stochastic Anal. Appl. 20, No. 4, 883--899 (2002; Zbl 1010.60060) Full Text: DOI
Fang, Shizu Some results of two-parameter stationary streams of random events. (Chinese. English summary) Zbl 1006.60044 J. Math. Study 35, No. 3, 303-308 (2002). MSC: 60G51 60G44 60E15 PDF BibTeX XML Cite \textit{S. Fang}, J. Math. Study 35, No. 3, 303--308 (2002; Zbl 1006.60044)
Courbot, B. Rates of convergence in the functional CLT for multidimensional continuous time martingales. (English) Zbl 1047.60026 Stochastic Processes Appl. 91, No. 1, 57-76 (2001). Reviewer: Petr Lachout (Praha) MSC: 60F17 60G44 PDF BibTeX XML Cite \textit{B. Courbot}, Stochastic Processes Appl. 91, No. 1, 57--76 (2001; Zbl 1047.60026) Full Text: DOI
Riyan, C.; Shixin, G. Atomic decompositions for two-parameter vector-valued martingales and two-parameter vector-valued martingale spaces. (English) Zbl 1012.60048 Acta Math. Hung. 93, No. 1-2, 7-25 (2001). MSC: 60G46 60B11 46B09 PDF BibTeX XML Cite \textit{C. Riyan} and \textit{G. Shixin}, Acta Math. Hung. 93, No. 1--2, 7--25 (2001; Zbl 1012.60048) Full Text: DOI
Yu, Lin; Zhou, Shaofu Interpolation between two-parameter B-valued martingale Hardy spaces. (English) Zbl 1017.60052 Math. Appl. 13, No. 2, 118-122 (2000). MSC: 60G42 PDF BibTeX XML Cite \textit{L. Yu} and \textit{S. Zhou}, Math. Appl. 13, No. 2, 118--122 (2000; Zbl 1017.60052)
Chen, Zongxun Properties of a family of two-parameter \(\sigma\)-fields. (Chinese. English summary) Zbl 0979.60029 J. Zhangzhou Teach. Coll., Nat. Sci. 13, No. 3, 9-14, 18 (2000). MSC: 60G44 60G60 PDF BibTeX XML Cite \textit{Z. Chen}, J. Zhangzhou Teach. Coll., Nat. Sci. 13, No. 3, 9--14, 18 (2000; Zbl 0979.60029)
Weisz, F. Two-dimensional conjugate martingale transforms. (English) Zbl 0973.60044 Acta Math. Hung. 87, No. 1-2, 11-22 (2000). Reviewer: Lothar Heinrich (Augsburg) MSC: 60G46 60G42 42B30 PDF BibTeX XML Cite \textit{F. Weisz}, Acta Math. Hung. 87, No. 1--2, 11--22 (2000; Zbl 0973.60044) Full Text: DOI
Cheng, Riyan; Gan, Shixin Two-parameter vector-valued martingales and geometrical properties of Banach spaces. (English) Zbl 1010.60038 Wuhan Univ. J. Nat. Sci. 4, No. 2, 135-142 (1999). MSC: 60G42 46B09 46B20 PDF BibTeX XML Cite \textit{R. Cheng} and \textit{S. Gan}, Wuhan Univ. J. Nat. Sci. 4, No. 2, 135--142 (1999; Zbl 1010.60038) Full Text: DOI
Mishura, Yu.; Oltsik, Ya. Existence of moments of increasing predictable processes associated with one- and two-parameter potentials. (English) Zbl 0945.60040 J. Appl. Math. Stochastic Anal. 12, No. 2, 133-150 (1999). Reviewer: Alexander Gushchin (Moskva) MSC: 60G60 60G44 60J55 PDF BibTeX XML Cite \textit{Yu. Mishura} and \textit{Ya. Oltsik}, J. Appl. Math. Stochastic Anal. 12, No. 2, 133--150 (1999; Zbl 0945.60040) Full Text: DOI EuDML
Gan, Shixin A. s. convergence of two-parameter Banach space valued martingales and the Radon-Nikodym property of Banach spaces. (English) Zbl 0938.60015 Acta Math. Sin., Engl. Ser. 15, No. 2, 187-196 (1999). Reviewer: A.J.Rachkauskas (Vilnius) MSC: 60B11 60G40 60G60 PDF BibTeX XML Cite \textit{S. Gan}, Acta Math. Sin., Engl. Ser. 15, No. 2, 187--196 (1999; Zbl 0938.60015) Full Text: DOI
Gan, Shixin A. s. convergence of two-parameter Banach-space-valued martingales and the Radon-Nikodým property of Banach spaces. (Chinese. English summary) Zbl 1008.60012 Acta Math. Sin. 41, No. 6, 1155-1158 (1998). MSC: 60B11 60G46 60G60 PDF BibTeX XML Cite \textit{S. Gan}, Acta Math. Sin. 41, No. 6, 1155--1158 (1998; Zbl 1008.60012)
Mishura, Yu. S.; Ol’tsik, Ya. O. Martingale, supermartingale, and increasing fields on a plane. (Ukrainian) Zbl 0935.60027 Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 1998, No. 3, 17-21 (1998). MSC: 60G44 60G60 PDF BibTeX XML Cite \textit{Yu. S. Mishura} and \textit{Ya. O. Ol'tsik}, Dopov. Nats. Akad. Nauk Ukr., Mat. Pryr. Tekh. Nauky 1998, No. 3, 17--21 (1998; Zbl 0935.60027)
Nualart, David; Tindel, Samy On two-parameter non-degenerate Brownian martingales. (English) Zbl 0910.60044 Bull. Sci. Math. 122, No. 4, 317-335 (1998). Reviewer: R.Buckdahn (Brest) MSC: 60H07 60H15 PDF BibTeX XML Cite \textit{D. Nualart} and \textit{S. Tindel}, Bull. Sci. Math. 122, No. 4, 317--335 (1998; Zbl 0910.60044) Full Text: DOI
Liang, Zongxia; Zheng, Mingli Existence, pathwise uniqueness and convergence of solutions to two-parameter linear integro-differential martingale stochastic equations. (Chinese. English summary) Zbl 0938.60049 Math. Appl. 10, No. 4, 33-38 (1997). MSC: 60H20 PDF BibTeX XML Cite \textit{Z. Liang} and \textit{M. Zheng}, Math. Appl. 10, No. 4, 33--38 (1997; Zbl 0938.60049)
Ol’tsik, Ya. O. The continuity of local time for two-parameter martingale fields. (Ukrainian) Zbl 0930.60036 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 1997, No. 2, 76-82 (1997). Reviewer: A.D.Borisenko (Kyïv) MSC: 60G48 60G60 PDF BibTeX XML Cite \textit{Ya. O. Ol'tsik}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 1997, No. 2, 76--82 (1997; Zbl 0930.60036)
Mishura, Yu. S.; Ol’tsik, Ya. O. Potentials and local times associated with two-parameter purely discontinuous strong martingales. (English. Ukrainian original) Zbl 0923.60057 Theory Probab. Math. Stat. 56, 137-149 (1998); translation from Teor. Jmovirn. Mat. Stat. 56, 133-144 (1997). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60G60 60G44 60J55 PDF BibTeX XML Cite \textit{Yu. S. Mishura} and \textit{Ya. O. Ol'tsik}, Teor. Ĭmovirn. Mat. Stat. 56, 133--144 (1997; Zbl 0923.60057); translation from Teor. Jmovirn. Mat. Stat. 56, 133--144 (1997)
Bhattacharyya, B. B.; Richardson, G. D.; Franklin, L. A. Asymptotic inference for near unit roots in spatial autoregression. (English) Zbl 0890.62018 Ann. Stat. 25, No. 4, 1709-1724 (1997). MSC: 62F12 62M30 60F17 60G44 PDF BibTeX XML Cite \textit{B. B. Bhattacharyya} et al., Ann. Stat. 25, No. 4, 1709--1724 (1997; Zbl 0890.62018) Full Text: DOI
Liang, Zong-xia; Zheng, Ming-li Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane. (English) Zbl 0863.60059 Stochastic Processes Appl. 62, No. 2, 263-276 (1996). MSC: 60H15 60H20 PDF BibTeX XML Cite \textit{Z.-x. Liang} and \textit{M.-l. Zheng}, Stochastic Processes Appl. 62, No. 2, 263--276 (1996; Zbl 0863.60059) Full Text: DOI
Liang, Zongxia Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space. (English) Zbl 0872.60036 J. Math. Kyoto Univ. 36, No. 3, 619-640 (1996). Reviewer: Z.Liang (Beijing) MSC: 60G48 PDF BibTeX XML Cite \textit{Z. Liang}, J. Math. Kyoto Univ. 36, No. 3, 619--640 (1996; Zbl 0872.60036) Full Text: DOI
Ye, Zhiying; Jin, Haihong A problem of martingalization proposed by Chen Peide. (Chinese) Zbl 0869.60037 J. Baoji Coll. Arts Sci., Nat. Sci. 16, No. 3, 13-14 (1996). Reviewer: Su Chun (Hefei) MSC: 60G44 PDF BibTeX XML Cite \textit{Z. Ye} and \textit{H. Jin}, J. Baoji Coll. Arts Sci., Nat. Sci. 16, No. 3, 13--14 (1996; Zbl 0869.60037)
Weisz, Ferenc Some maximal inequalities with respect to two-parameter dyadic derivative and Cesàro summability. (English) Zbl 0861.42021 Appl. Anal. 62, No. 3-4, 223-238 (1996). Reviewer: F.Weisz (Budapest) MSC: 42C10 42B25 43A75 60G42 42B30 PDF BibTeX XML Cite \textit{F. Weisz}, Appl. Anal. 62, No. 3--4, 223--238 (1996; Zbl 0861.42021) Full Text: DOI
Borodikhin, V. M. Proof of existence theorems for the two-parameter martingale problem. (English. Russian original) Zbl 0859.60042 Sib. Math. J. 36, No. 2, 219-234 (1995); translation from Sib. Mat. Zh. 36, No. 2, 248-265 (1995). Reviewer: Yu.S.Mishura (Kiev) MSC: 60G44 60G60 PDF BibTeX XML Cite \textit{V. M. Borodikhin}, Sib. Math. J. 36, No. 2, 219--234 (1995; Zbl 0859.60042); translation from Sib. Mat. Zh. 36, No. 2, 248--265 (1995) Full Text: DOI
He, Shuyuan Maximal probability inequality and truncation property for random field and its application. (English) Zbl 0832.60054 Acta Sci. Nat. Univ. Pekin. 31, No. 1, 30-53 (1995). MSC: 60G42 60G60 60E15 PDF BibTeX XML Cite \textit{S. He}, Acta Sci. Nat. Univ. Pekin. 31, No. 1, 30--53 (1995; Zbl 0832.60054)
Yang, Xiangqun; Cuo, Xuepeng Two-parameter generalized Poisson process. (Chinese. English summary) Zbl 0823.60043 Acta Math. Sin. 38, No. 2, 207-216 (1995). MSC: 60G55 60G60 60J99 PDF BibTeX XML Cite \textit{X. Yang} and \textit{X. Cuo}, Acta Math. Sin. 38, No. 2, 207--216 (1995; Zbl 0823.60043)
Zhang, Sujing On existence of the maximum solution and estimates on moments of absolute maximum of the solution for Poisson S.D.E. in the plane. (English) Zbl 1033.35508 Chin. Q. J. Math. 9, No. 3, 69-75 (1994). MSC: 35R60 60H15 PDF BibTeX XML Cite \textit{S. Zhang}, Chin. Q. J. Math. 9, No. 3, 69--75 (1994; Zbl 1033.35508)
Knopov, P. S.; Derijeva, O. M. A generalized Girsanov theorem and its statistical applications. (English. Ukrainian original) Zbl 0939.60043 Theory Probab. Math. Stat. 51, 69-79 (1995); translation from Teor. Jmovirn. Mat. Stat. 51, 67-77 (1994). Reviewer: N.M.Zinchenko (Kyïv) MSC: 60G60 60J60 60J65 62M20 PDF BibTeX XML Cite \textit{P. S. Knopov} and \textit{O. M. Derijeva}, Teor. Ĭmovirn. Mat. Stat. 51, 131--139 (1994; Zbl 0939.60043); translation from Teor. Jmovirn. Mat. Stat. 51, 67--77 (1994)
Stute, Winfried \(U\)-statistic processes: A martingale approach. (English) Zbl 0832.62043 Ann. Probab. 22, No. 4, 1725-1744 (1994). MSC: 62G30 60G42 62G05 PDF BibTeX XML Cite \textit{W. Stute}, Ann. Probab. 22, No. 4, 1725--1744 (1994; Zbl 0832.62043) Full Text: DOI
Ferger, D. Nonparametric detection of changepoints for sequentially observed data. (English) Zbl 0801.62070 Stochastic Processes Appl. 51, No. 2, 359-372 (1994). MSC: 62L15 62G99 60F05 62G20 60G40 60G44 60F17 PDF BibTeX XML Cite \textit{D. Ferger}, Stochastic Processes Appl. 51, No. 2, 359--372 (1994; Zbl 0801.62070) Full Text: DOI
Ren, Jiagang Quasi sure quadratic variation of smooth martingales. (English) Zbl 0804.60047 J. Math. Kyoto Univ. 34, No. 1, 191-206 (1994). Reviewer: J.Ren (Wuhan) MSC: 60H07 60G44 PDF BibTeX XML Cite \textit{J. Ren}, J. Math. Kyoto Univ. 34, No. 1, 191--206 (1994; Zbl 0804.60047) Full Text: DOI
Kartashova, S. S. \(L_ p\)-estimates for the quadratic variation of two-parameter martingales. (English. Ukrainian original) Zbl 0863.60044 Theory Probab. Math. Stat. 49, 77-81 (1994); translation from Teor. Jmovirn. Mat. Stat. 49, 111-117 (1993). MSC: 60G42 60G60 PDF BibTeX XML Cite \textit{S. S. Kartashova}, Theory Probab. Math. Stat. 49, 1 (1993; Zbl 0863.60044); translation from Teor. Jmovirn. Mat. Stat. 49, 111--117 (1993)
Roitgarts, A. On integral representations of two-parameter martingales. (English) Zbl 0842.60048 Random Oper. Stoch. Equ. 1, No. 1, 81-89 (1993). MSC: 60G60 60G44 PDF BibTeX XML Cite \textit{A. Roitgarts}, Random Oper. Stoch. Equ. 1, No. 1, 81--89 (1993; Zbl 0842.60048) Full Text: DOI
Jiang, Jiming Estimation of spatial AR models. (English) Zbl 0835.62087 Acta Math. Appl. Sin., Engl. Ser. 9, No. 2, 174-187 (1993). Reviewer: H.Dehling (Groningen) MSC: 62M30 62F12 60G60 60F15 PDF BibTeX XML Cite \textit{J. Jiang}, Acta Math. Appl. Sin., Engl. Ser. 9, No. 2, 174--187 (1993; Zbl 0835.62087) Full Text: DOI
Dinh Quang Luu; Nguyen Hac Hai Decomposition and limits for two-parameter martingale-like sequences. (English) Zbl 0786.60062 Rev. Roum. Math. Pures Appl. 38, No. 3, 243-251 (1993). Reviewer: S.D.Chatterji (Lausanne) MSC: 60G48 46B22 PDF BibTeX XML Cite \textit{Dinh Quang Luu} and \textit{Nguyen Hac Hai}, Rev. Roum. Math. Pures Appl. 38, No. 3, 243--251 (1993; Zbl 0786.60062)
Yip, Paul; Watson, Ray Estimating selective advantage of two alleles in discrete time. (English) Zbl 0777.92013 J. Math. Biol. 31, No. 8, 797-804 (1993). MSC: 92D10 62P10 60G42 PDF BibTeX XML Cite \textit{P. Yip} and \textit{R. Watson}, J. Math. Biol. 31, No. 8, 797--804 (1993; Zbl 0777.92013) Full Text: DOI
Huang, D.; Anh, V. V. Estimation of spatial ARMA models. (English) Zbl 0776.62074 Aust. J. Stat. 34, No. 3, 513-530 (1992). Reviewer: J.Anděl (Praha) MSC: 62M30 62M10 PDF BibTeX XML Cite \textit{D. Huang} and \textit{V. V. Anh}, Aust. J. Stat. 34, No. 3, 513--530 (1992; Zbl 0776.62074) Full Text: DOI
Zhou, Zhangong Two-parameter harnesses and generalized Brownian sheet. (Chinese. English summary) Zbl 0760.60052 Nat. Sci. J. Xiangtan Univ. 14, No. 2, 111-115 (1992). MSC: 60G60 60J65 60G44 PDF BibTeX XML Cite \textit{Z. Zhou}, Nat. Sci. J. Xiangtan Univ. 14, No. 2, 111--115 (1992; Zbl 0760.60052)
Frangos, Nikos; Nualart, David; Sanz-Solé, Marta On the Itô formula for two-parameter martingales. (English) Zbl 0780.60049 Stochastic partial differential equations and their applications, Proc. IFIP Int. Conf., Charlotte/NC (USA) 1991, Lect. Notes Control Inf. Sci. 176, 92-100 (1992). Reviewer: E.Dettweiler (Reutlingen) MSC: 60H05 60G60 60G44 PDF BibTeX XML Cite \textit{N. Frangos} et al., Lect. Notes Control Inf. Sci. 176, 92--100 (1992; Zbl 0780.60049)
Lépingle, D. Orthogonality and uniform integrability of discrete martingales. (Orthogonalité et intégrabilité uniforme de martingales discrètes.) (French) Zbl 0765.60036 Séminaire de probabilités XXVI, Lect. Notes Math. 1526, 167-169 (1992). Reviewer: A.Gut (Uppsala) MSC: 60G42 PDF BibTeX XML Cite \textit{D. Lépingle}, Lect. Notes Math. 1526, 167--169 (1992; Zbl 0765.60036) Full Text: Numdam
Huang, Dawei Central limit theorem for two-parameter martingale differences with application to stationary random fields. (English) Zbl 0756.60023 Sci. China, Ser. A 35, No. 4, 413-425 (1992). MSC: 60F05 60G42 60G60 PDF BibTeX XML Cite \textit{D. Huang}, Sci. China, Ser. A 35, No. 4, 413--425 (1992; Zbl 0756.60023)
Huang, Dawei Uniform convergence rates for two-parameter martingales with application to stationary random fields. (English) Zbl 0759.60053 Acta Sci. Nat. Univ. Pekin. 28, No. 3, 291-302 (1992). MSC: 60G48 60G60 60F99 PDF BibTeX XML Cite \textit{D. Huang}, Acta Sci. Nat. Univ. Pekin. 28, No. 3, 291--302 (1992; Zbl 0759.60053)
Weisz, Ferenc Inequalities relative to two-parameter Vilenkin-Fourier coefficients. (English) Zbl 0728.60046 Stud. Math. 99, No. 3, 221-233 (1991). MSC: 60G42 42C10 PDF BibTeX XML Cite \textit{F. Weisz}, Stud. Math. 99, No. 3, 221--233 (1991; Zbl 0728.60046) Full Text: DOI EuDML
Weisz, Ferenc Interpolation between two-parameter martingale Hardy spaces, the real method. (English) Zbl 0728.60045 Bull. Sci. Math., II. Sér. 115, No. 3, 253-264 (1991). Reviewer: F.Weisz (Budapest) MSC: 60G42 46B70 46E30 PDF BibTeX XML Cite \textit{F. Weisz}, Bull. Sci. Math., II. Sér. 115, No. 3, 253--264 (1991; Zbl 0728.60045)
Yang, Xiangqun; Li, Yingqin Several new developments on two-parameter Markov processes. II. (Chinese) Zbl 0792.60041 Nat. Sci. J. Xiangtan Univ. 13, No. 4, 43-52 (1991). Reviewer: Wu Chengxun (Shanghai) MSC: 60G60 60G48 60H15 60J70 PDF BibTeX XML Cite \textit{X. Yang} and \textit{Y. Li}, Nat. Sci. J. Xiangtan Univ. 13, No. 4, 43--52 (1991; Zbl 0792.60041)
Pallenberg, Catherine A two-parameter martingale problem and stochastic flows. (Ein zwei-parametriges Martingalproblem und stochastische Flüsse.) (German) Zbl 0744.60071 Göttingen: Univ. Göttingen, Math.-Naturwiss. Fak. 56 S. (1991). Reviewer: H.Hering (Göttingen) MSC: 60H99 60G60 PDF BibTeX XML Cite \textit{C. Pallenberg}, Ein zwei-parametriges Martingalproblem und stochastische Flüsse. Göttingen: Univ. Göttingen, Mathemat.-Naturwiss. Fakult. (1991; Zbl 0744.60071)
Jiang, Jiming Uniform convergence rate of sample ACV and ACR for linear spatial series under more general martingale condition. (English) Zbl 0745.60026 Adv. Math., Beijing 20, No. 1, 39-50 (1991). Reviewer: L.Heinrich (Freiberg) MSC: 60F15 60G60 60G42 PDF BibTeX XML Cite \textit{J. Jiang}, Adv. Math., Beijing 20, No. 1, 39--50 (1991; Zbl 0745.60026)
Zhou, Zhangong A class of two-parameter exponential martingales. (Chinese. English summary) Zbl 0727.60046 Nat. Sci. J. Xiangtan Univ. 12, No. 3, 8-13 (1990). MSC: 60G48 60G60 60G15 PDF BibTeX XML Cite \textit{Z. Zhou}, Nat. Sci. J. Xiangtan Univ. 12, No. 3, 8--13 (1990; Zbl 0727.60046)
Weisz, F. Martingale Hardy spaces, BMO and VMO spaces with nonlinearly ordered stochastic basis. (English) Zbl 0708.60039 Anal. Math. 16, No. 3, 227-239 (1990). Reviewer: F.Weisz MSC: 60G42 60G48 PDF BibTeX XML Cite \textit{F. Weisz}, Anal. Math. 16, No. 3, 227--239 (1990; Zbl 0708.60039) Full Text: DOI
Chen, Xiong Comparison theorem for strong solution of two-parameter Poisson type stochastic differential equation. (English) Zbl 0704.60056 Chin. Sci. Bull. 35, No. 11, 893-898 (1990). Reviewer: Xiong Chen MSC: 60H10 60H20 60H15 PDF BibTeX XML Cite \textit{X. Chen}, Chin. Sci. Bull. 35, No. 11, 893--898 (1990; Zbl 0704.60056)
Nualart, D.; Sanz, M.; Zakai, M. On the relations between increasing functions associated with two- parameter continuous martingales. (English) Zbl 0691.60040 Stochastic Processes Appl. 34, No. 1, 99-119 (1990). Reviewer: G.Zbaganu MSC: 60G44 PDF BibTeX XML Cite \textit{D. Nualart} et al., Stochastic Processes Appl. 34, No. 1, 99--119 (1990; Zbl 0691.60040) Full Text: DOI
Gushchin, A. A.; Mishura, Yu. S. The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. I. (English. Russian original) Zbl 0749.60042 Theory Probab. Math. Stat. 42, 29-37 (1991); translation from Teor. Veroyatn. Mat. Stat., Kiev 42, 27-35 (1990). Reviewer: E.Dettweiler (Reutlingen) MSC: 60G44 60G48 60G17 PDF BibTeX XML Cite \textit{A. A. Gushchin} and \textit{Yu. S. Mishura}, Theory Probab. Math. Stat. 42, 29--37 (1990; Zbl 0749.60042); translation from Teor. Veroyatn. Mat. Stat., Kiev 42, 27--35 (1990)
Hollander, Myles; Presnell, Brett; Sethuraman, Jayaram Nonparametric inference under minimal repair. (English) Zbl 0744.62135 Design of experiments, Proc. 35th Conf., Monterey/CA (USA) 1989, ARO Rep. 90-2, 103-111 (1990). MSC: 62N05 62G20 62G15 62G05 62G10 60G44 PDF BibTeX XML
Imkeller, Peter A class of two-parameter stochastic integrators. (English) Zbl 0716.60057 Stochastics Stochastics Rep. 27, No. 3, 167-188 (1989). MSC: 60H05 60G48 60G44 60E15 PDF BibTeX XML Cite \textit{P. Imkeller}, Stochastics Stochastics Rep. 27, No. 3, 167--188 (1989; Zbl 0716.60057) Full Text: DOI
Mishura, Yu. S. Martingale field transformations under a change of probability measure. (English. Russian original) Zbl 0716.60047 Ukr. Math. J. 41, No. 7, 789-793 (1989); translation from Ukr. Mat. Zh. 41, No. 7, 923-929 (1989). MSC: 60G44 60G60 PDF BibTeX XML Cite \textit{Yu. S. Mishura}, Ukr. Math. J. 41, No. 7, 789--793 (1989; Zbl 0716.60047); translation from Ukr. Mat. Zh. 41, No. 7, 923--929 (1989) Full Text: DOI
Mishura, Yu. S. Exponential representations of continuous two-parameter martingales. (English. Russian original) Zbl 0713.60060 Theory Probab. Math. Stat. 38, 97-106 (1989); translation from Teor. Veroyatn. Mat. Stat., Kiev 38, 88-96 (1988). MSC: 60G44 60G60 PDF BibTeX XML Cite \textit{Yu. S. Mishura}, Theory Probab. Math. Stat. 38, 97--106 (1989; Zbl 0713.60060); translation from Teor. Veroyatn. Mat. Stat., Kiev 38, 88--96 (1988)
Mishura, Yu. S. Transformations of martingale fields under a change of the probability measure. (Russian) Zbl 0688.60036 Ukr. Mat. Zh. 41, No. 7, 923-929 (1989). Reviewer: Yu.S.Mishura MSC: 60G44 60G60 PDF BibTeX XML Cite \textit{Yu. S. Mishura}, Ukr. Mat. Zh. 41, No. 7, 923--929 (1989; Zbl 0688.60036) Full Text: DOI
Imkeller, Peter Stochastic integrals of point processes and the decomposition of two- parameter martingales. (English) Zbl 0682.60034 J. Multivariate Anal. 30, No. 1, 98-123 (1989). Reviewer: Y.Mishura MSC: 60G44 60G48 60G57 60H05 PDF BibTeX XML Cite \textit{P. Imkeller}, J. Multivariate Anal. 30, No. 1, 98--123 (1989; Zbl 0682.60034) Full Text: DOI
Imkeller, Peter On inequalities for two-parameter martingales. (English) Zbl 0648.60052 Math. Ann. 284, No. 2, 329-341 (1989). Reviewer: P.Imkeller MSC: 60G42 60G44 60G48 PDF BibTeX XML Cite \textit{P. Imkeller}, Math. Ann. 284, No. 2, 329--341 (1989; Zbl 0648.60052) Full Text: DOI EuDML
Maniya, M. G. Convergence sets of two-parametric martingales. An analog of the Lenglart inequality. (Russian) Zbl 0737.60039 Tr. Tbilis. Mat. Inst. Razmadze 92, 60-72 (1989). Reviewer: M.Capinski (Kraków) MSC: 60G48 60G60 PDF BibTeX XML Cite \textit{M. G. Maniya}, Proc. A. Razmadze Math. Inst. 92, 60--72 (1989; Zbl 0737.60039)
Merzbach, Ely Point processes in the plane. (English) Zbl 0664.60051 Acta Appl. Math. 12, No. 1, 79-101 (1988). Reviewer: F.Papangelou MSC: 60G55 60G60 60G40 60G57 PDF BibTeX XML Cite \textit{E. Merzbach}, Acta Appl. Math. 12, No. 1, 79--101 (1988; Zbl 0664.60051)
Mishura, Yu. S. Exponential representations of continuous two-parametric martingales. (Russian) Zbl 0663.60038 Teor. Veroyatn. Mat. Stat., Kiev 38, 88-96 (1988). Reviewer: Yu.S.Mishura MSC: 60G44 60G60 PDF BibTeX XML Cite \textit{Yu. S. Mishura}, Teor. Veroyatn. Mat. Stat., Kiev 38, 88--96 (1988; Zbl 0663.60038)
Takada, Yoshikazu Asymptotically bounded regret sequential estimation of the mean. (English) Zbl 0659.62099 Sequential Anal. 7, No. 3, 253-262 (1988). MSC: 62L12 62L15 60G42 PDF BibTeX XML Cite \textit{Y. Takada}, Sequential Anal. 7, No. 3, 253--262 (1988; Zbl 0659.62099) Full Text: DOI
Frangos, Nikos E.; Imkeller, Peter The continuity of the quadratic variation of two-parameter martingales. (English) Zbl 0659.60066 Stochastic Processes Appl. 29, No. 2, 267-279 (1988). Reviewer: M.Dozzi MSC: 60G44 60G07 60G60 60G48 PDF BibTeX XML Cite \textit{N. E. Frangos} and \textit{P. Imkeller}, Stochastic Processes Appl. 29, No. 2, 267--279 (1988; Zbl 0659.60066) Full Text: DOI
Dzhvarshejshvili, G. A. On two-parameter Brownian motion. (Russian. English summary) Zbl 0654.60038 Soobshch. Akad. Nauk Gruz. SSR 130, No. 2, 269-271 (1988). Reviewer: N.Leonenko MSC: 60G60 60J65 PDF BibTeX XML Cite \textit{G. A. Dzhvarshejshvili}, Soobshch. Akad. Nauk Gruz. SSR 130, No. 2, 269--271 (1988; Zbl 0654.60038)
Bertoin, Jean Une application du calcul du nombre de montées et de descentes aux fonctions de martingales locales continues. (An application of the calculus of up- and down-crossing numbers to functions of continuous local martingales). (French) Zbl 0646.60056 Ann. Inst. Henri Poincaré, Probab. Stat. 24, No. 2, 201-207 (1988). Reviewer: L.Gal’čuk MSC: 60G48 60G44 PDF BibTeX XML Cite \textit{J. Bertoin}, Ann. Inst. Henri Poincaré, Probab. Stat. 24, No. 2, 201--207 (1988; Zbl 0646.60056) Full Text: Numdam EuDML
Imkeller, Peter Two-parameter martingales and their quadratic variation. (English) Zbl 0656.60056 Lecture Notes in Mathematics, 1308. Berlin etc.: Springer-Verlag. iv., 177 p. (1988). Reviewer: D.Nualart MSC: 60G48 60-02 60G44 60G07 60G42 60E15 60G55 60G60 60H05 PDF BibTeX XML Cite \textit{P. Imkeller}, Two-parameter martingales and their quadratic variation. Berlin etc.: Springer-Verlag (1988; Zbl 0656.60056) Full Text: DOI
Morkvenas, R. Convergence of two-parameter stochastic processes. (English. Russian original) Zbl 0656.60013 Lith. Math. J. 27, No. 4, 334-339 (1987); translation from Lit. Mat. Sb. 27, No. 4, 724-730 (1987). MSC: 60B10 60G44 60G60 PDF BibTeX XML Cite \textit{R. Morkvenas}, Lith. Math. J. 27, No. 4, 334--339 (1987; Zbl 0656.60013); translation from Lit. Mat. Sb. 27, No. 4, 724--730 (1987) Full Text: DOI
Mishura, Yu. S. Sufficient conditions for uniform integrability of nonnegative two- parameter martingales. (English. Russian original) Zbl 0652.60052 Theory Probab. Math. Stat. 37, 109-120 (1988); translation from Teor. Veroyatn. Mat. Stat., Kiev 37, 94-105 (1987). MSC: 60G48 60G44 60G60 PDF BibTeX XML Cite \textit{Yu. S. Mishura}, Theory Probab. Math. Stat. 37, 109--120 (1987; Zbl 0652.60052); translation from Teor. Veroyatn. Mat. Stat., Kiev 37, 94--105 (1987)
Mishura, Yu. S. Sufficient conditions for uniform integrability of non-negative two- parametric martingales. (Russian) Zbl 0635.60048 Teor. Veroyatn. Mat. Stat., Kiev 37, 94-105 (1987). Reviewer: Yu.S.Mishura MSC: 60G44 60G60 PDF BibTeX XML Cite \textit{Yu. S. Mishura}, Teor. Veroyatn. Mat. Stat., Kiev 37, 94--105 (1987; Zbl 0635.60048)
Morkvenas, R. On the convergence of two-parameter stochastic processes. (Russian. English summary) Zbl 0635.60004 Lit. Mat. Sb. 27, No. 4, 724-730 (1987). Reviewer: Yu.S.Mishura MSC: 60B10 60G44 60G60 PDF BibTeX XML Cite \textit{R. Morkvenas}, Litov. Mat. Sb. 27, No. 4, 724--730 (1987; Zbl 0635.60004)
Zhuang, Xingwn; Li, Jitao Local \((F_ 4)\) condition and the a.s. convergence of two-parameter martingales. (Chinese) Zbl 0632.60043 Acta Math. Sin. 30, No. 3, 412-418 (1987). Reviewer: He Shengwu MSC: 60G48 60G44 60F15 PDF BibTeX XML Cite \textit{X. Zhuang} and \textit{J. Li}, Acta Math. Sin. 30, No. 3, 412--418 (1987; Zbl 0632.60043)
Frangos, Nikos E.; Imkeller, Peter Quadratic variation for a class of L lo\(g^ +\,L\)-bounded two-parameter martingales. (English) Zbl 0631.60048 Ann. Probab. 15, 1097-1111 (1987). Reviewer: Yu.S.Mishura MSC: 60G44 60G07 60G42 PDF BibTeX XML Cite \textit{N. E. Frangos} and \textit{P. Imkeller}, Ann. Probab. 15, 1097--1111 (1987; Zbl 0631.60048) Full Text: DOI
Cherkasov, I. D. Transformation of one-dimensional diffusion fields in the plane. (English. Russian original) Zbl 0627.60052 Sov. Math., Dokl. 35, 56-58 (1987); translation from Dokl. Akad. Nauk SSSR 292, 276-279 (1987). Reviewer: G.Zbaganu MSC: 60G60 60H10 60J60 PDF BibTeX XML Cite \textit{I. D. Cherkasov}, Sov. Math., Dokl. 35, 56--58 (1987; Zbl 0627.60052); translation from Dokl. Akad. Nauk SSSR 292, 276--279 (1987)
Korezlioglu, H. Passage from two-parameters to infinite dimension. (English) Zbl 0619.60055 Stochastic partial differential equations and applications, Proc. Conf., Trento/Italy 1985, Lect. Notes Math. 1236, 131-153 (1987). Reviewer: D.Nualart MSC: 60G60 60H05 60J60 60G35 60J25 PDF BibTeX XML
Merzbach, Ely; Zakai, Moshe Stopping a two parameter weak martingale. (English) Zbl 0611.60037 Probab. Theory Relat. Fields 76, 499-507 (1987). MSC: 60G40 60G60 60H05 PDF BibTeX XML Cite \textit{E. Merzbach} and \textit{M. Zakai}, Probab. Theory Relat. Fields 76, 499--507 (1987; Zbl 0611.60037) Full Text: DOI
Föllmer, Hans; Sondermann, Dieter Hedging of non-redundant contingent claims. (English) Zbl 0663.90006 Contributions to mathematical economics, Hon. G. Debreu, 206-223 (1986). Reviewer: H.Föllmer MSC: 91G20 60H05 60G44 PDF BibTeX XML