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Stochastic integrals in the plane

Published online by Cambridge University Press:  01 July 2016

Moshe Zakai
Moshe Zakai*
Affiliation:
Technion — Israel Institute of Technology
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Abstract

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Type
I. Invited Review and Research Papers
Information
Advances in Applied Probability , Volume 9 , Issue 2 , June 1977 , pp. 210 - 212
Copyright
Copyright © Applied Probability Trust 1977 

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References

[1] Cairoli, R. and Walsh, J. B. (1975) Stochastic integrals in the plane. Acta Math. 134, 111–183.Google Scholar
[2] Wong, E. and Zakai, M. (1974) Martingales and stochastic integrals with a multidimensional parameter. Z. Wahrscheinlichkeitsth. 29, 109–122.Google Scholar
[3] Wong, E. and Zakai, M. (1976) Weak martingales and stochastic integrals in the plane. Ann. Prob. Google Scholar
[4] Wong, E. and Zakai, M. Differentiation formulas for stochastic integrals in the plane. Unpublished.Google Scholar
[5] Wong, E. and Zakai, M. Likelihood ratios and transformations of probability measures associated with two parameter Wiener processes. Unpublished.Google Scholar
[6] Wong, E. and Zakai, M. An extension of stochastic integrals in the plane. Unpublished.Google Scholar