Skip to main content
SpringerLink
Log in

On the decomposition and integration of two-parameter stochastic processes

  • Conference paper
  • First Online:
Processus Aléatoires à Deux Indices

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 863))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 34.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 46.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. BRENNAN M.D., Planar Semi-Martingales. J. Mult. Anal. 9 (1979), 465–486.

    Article  MathSciNet  MATH  Google Scholar 

  2. CAIROLI R., Décomposition de Processus à Indices Doubles. Lecture Notes in Math. 191, Springer, New York (1971), 37–57.

    Google Scholar 

  3. CAIROLI R., Chapitres Choisis de la Théorie des Processus à Paramètre Multidimensionnel. Cours du 3ème Cycle à EPUL (1978).

    Google Scholar 

  4. CAIROLI R., Sur l'Extension de la Définition de l'Intégrale Stochastique. Lecture Notes in Math. 784, Springer, New York (1980), 18–25.

    MATH  Google Scholar 

  5. FOLLMER H., Quasimartingales à Deux Indices. C.R. Acad. Sc. 288 (1979), 61–64.

    MathSciNet  MATH  Google Scholar 

  6. FOUQUE J.-P., MILLET A., Régularité à Gauche des Martingales Fortes à Plusieurs Indices. C.R. Acad. Sc. 290 (1980), 773–776.

    MathSciNet  MATH  Google Scholar 

  7. HUNT G.A., Martingales et Processus de Markov. Dunod, Paris (1966).

    Google Scholar 

  8. MERZBACH E., Une Remarque sur les Martingales à Deux Indices et les Mesures de Doléans Associées. C.R. Acad. Sc. 290 (1980), 435–438.

    MathSciNet  MATH  Google Scholar 

  9. MERZBACH E., ZAKAI M., Predictable and Dual Predictable Projections of Two-Parameter Stochastic Processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete 53 (1980), 263–269.

    Article  MathSciNet  MATH  Google Scholar 

  10. METIVIER M., Reelle und Vektorwertige Quasimartingale und die Theorie der Stochastischen Integration. Lecture Notes in Math. 607, Springer, New York (1977).

    MATH  Google Scholar 

  11. WALSH J.B., Convergence and Regularity of Multiparameter Strong Martingales. Z. Wahrscheinlichkeitstheorie verw. Gebiete 46 (1979), 177–192.

    Article  MathSciNet  MATH  Google Scholar 

  12. WONG E., ZAKAI M., The Sample Function Continuity of Stochastic Integrals in the Plane. Ann. Prob. 5 (1977), 1024–1027.

    Article  MathSciNet  MATH  Google Scholar 

  13. YOR M., Sur les Intégrales Stochastiques Optionnelles et une Suite Remarquable de Formules Exponentielles. Lecture Notes in Math. 511, Springer, New York (1976), 481–500.

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Laboratoire de Probabilités, Université de Paris 6, 4, place Jussieu-Tour 56, 75230, Paris Cedex 05

    Markus Dozzi

  2. Institut für math. Statistik Universität, Sidlerstr. 5, 3012, Bern, Switzerland

    Markus Dozzi

Authors
  1. Markus Dozzi
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Hayri Korezlioglu Gerald Mazziotto Jacques Szpirglas

Rights and permissions

Reprints and permissions

Copyright information

© 1981 Springer-Verlag

About this paper

Cite this paper

Dozzi, M. (1981). On the decomposition and integration of two-parameter stochastic processes. In: Korezlioglu, H., Mazziotto, G., Szpirglas, J. (eds) Processus Aléatoires à Deux Indices. Lecture Notes in Mathematics, vol 863. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0091099

Download citation

  • DOI: https://doi.org/10.1007/BFb0091099

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10832-0

  • Online ISBN: 978-3-540-38718-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation