Hostname: page-component-586b7cd67f-gb8f7 Total loading time: 0 Render date: 2024-11-22T19:45:12.065Z Has data issue: false hasContentIssue false
  • English
  • Français

Stochastic integrals in the plane

Published online by Cambridge University Press:  01 July 2016

Moshe Zakai
Moshe Zakai*
Affiliation:
Technion — Israel Institute of Technology
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
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 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

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 Unpublished.Google Scholar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 Unpublished.Google Scholar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 Unpublished.Google Scholar