Skip to main content

Advertisement

SpringerLink
Log in
Menu
Find a journal Publish with us
Search
Cart
  1. Home
  2. Probability Theory and Related Fields
  3. Article
Multiparameter martingale differential forms
Download PDF
Download PDF
  • Published: September 1987

Multiparameter martingale differential forms

  • Eugene Wong1 &
  • Moshe Zakai2 

Probability Theory and Related Fields volume 74, pages 429–453 (1987)Cite this article

  • 85 Accesses

  • 5 Citations

  • Metrics details

Download to read the full article text

Working on a manuscript?

Avoid the common mistakes

References

  1. Cairoli, R., Walsh, J.B.: Stochastic integration in the plane. Acta Math.134, 111–183 (1975)

    Article  MATH  MathSciNet  Google Scholar 

  2. Ito, K.: Isotropic random current. Proc. 3rd Berkeley Sympos. on Math. Statist. and Probab., pp. 125–132. Berkeley: Univ. Calif. Press 1956

    Google Scholar 

  3. Meyer, P.A.: Théorie élémentaire des processus a deux indices. In: Processus aléatoires a deux indices. Lect. Notes Math.863. Berlin Heidelberg New York: Springer 1981

    Google Scholar 

  4. Whitney, H.: Geometric integration theory. Princeton: Princeton Univ. Press 1957

    MATH  Google Scholar 

  5. Wong, E.: Homogeneous Gauss-Markov random fields. Ann. Math. Statist.40, 1625–1634 (1969)

    Article  MATH  MathSciNet  Google Scholar 

  6. Wong, E., Zakai, M.: Martingales and stochastic integrals for processes with a multidimensional parameter. Z. Wahrscheinlichkeitstheor. Verw. Geb.29, 109–122 (1974)

    Article  MATH  MathSciNet  Google Scholar 

  7. Wong, E., Zakai, M.: Weak martingales and stochastic integrals in the plane. Ann. Probab.4, 570–586 (1976)

    Article  MATH  MathSciNet  Google Scholar 

  8. Wong, W., Zakai, M.: Markov processes on the plane. Stochastics15, 311–333 (1985)

    MATH  MathSciNet  Google Scholar 

  9. Yor, M.: Representations de martingales de carré integrable relative aux processus de Wiener et de Poisson an parameters. Z. Wahrscheinlichkeitstheor. Verw. Geb.35, 121–129 (1976)

    Article  MATH  MathSciNet  Google Scholar 

  10. Zakai, M.: Some classes of two-parameter martingales. Ann. Probab.9, 255–264 (1981)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Electrical Engineering and Computer Sciences and Electronics Research Laboratory, University of California, 94720, Berkeley, CA, USA

    Eugene Wong

  2. Department of Electrical Engineering, Technion-Israel Institute of Technology, 32000, Haifa, Israel

    Moshe Zakai

Authors
  1. Eugene Wong
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Moshe Zakai
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and Permissions

About this article

Cite this article

Wong, E., Zakai, M. Multiparameter martingale differential forms. Probab. Th. Rel. Fields 74, 429–453 (1987). https://doi.org/10.1007/BF00699099

Download citation

  • Received: 22 January 1985

  • Revised: 10 August 1986

  • Issue Date: September 1987

  • DOI: https://doi.org/10.1007/BF00699099

Share this article

Anyone you share the following link with will be able to read this content:

Sorry, a shareable link is not currently available for this article.

Provided by the Springer Nature SharedIt content-sharing initiative

Keywords

  • Differential Form
  • Wiener Process
  • Stochastic Integration
  • Exterior Derivative
  • Exterior Product
Download PDF

Working on a manuscript?

Avoid the common mistakes

Advertisement

Search

Navigation

  • Find a journal
  • Publish with us

Discover content

  • Journals A-Z
  • Books A-Z

Publish with us

  • Publish your research
  • Open access publishing

Products and services

  • Our products
  • Librarians
  • Societies
  • Partners and advertisers

Our imprints

  • Springer
  • Nature Portfolio
  • BMC
  • Palgrave Macmillan
  • Apress
  • Your US state privacy rights
  • Accessibility statement
  • Terms and conditions
  • Privacy policy
  • Help and support

167.114.118.210

Not affiliated

Springer Nature

© 2023 Springer Nature