Abstract
Plane stochastic integrals began to develop twenty years ago with a paper of Cairoly and Walsh [2]. Despite the enormous progress in Stochastic Analysis as a whole, most properties of plane integrals, which are not straightforward generalizations of the 1-index case, remain poorly understood.
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References
Billingsley P., Probability and Measure, J. Wiley & Sons, 1979.
Cairoly R. and Walsh J. B., Stochastic integrals in the plane, Acta Math. (1974) 111–183.
Doléans-Dade C., Existence du processus croissant naturel associe à un potentiel de class (D), Z. Wahr. 9 (1968), 309–314.
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Salazar, J. (1998). Fubini’s Theorem for Plane Stochastic Integrals. In: Decreusefond, L., Øksendal, B., Gjerde, J., Üstünel, A.S. (eds) Stochastic Analysis and Related Topics VI. Progress in Probability, vol 42. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-2022-0_18
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DOI: https://doi.org/10.1007/978-1-4612-2022-0_18
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