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Cairoli, R.; Walsh, J. B.

Regions d’arret, localisations et prolongements de martingales. (French) Zbl 0369.60043

Z. Wahrscheinlichkeitstheor. Verw. Geb. 44, 279-306 (1978).
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Cited in 1 Review
Cited in 25 Documents

MSC:

60G20 Generalized stochastic processes
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References:

[1] Burkholder, D. L., Martingale transforms, Ann. Math. Statist., 37, 1494-1504 (1966) · Zbl 0306.60030
[2] Cairoli, R.; Walsh, J. B., Stochastic integrals in the plane, Acta Math., 134, 111-183 (1975) · Zbl 0334.60026
[3] Cairoli, R.; Walsh, J. B., Martingale representations and holomorphic processes, Ann. Probability, 5, 511-521 (1977) · Zbl 0371.60068
[4] Cairoli, R.; Walsh, J. B., Prolongements de processus holomorphes. Cas «carré intégrable», Séminaire de probabilités XI, 327-339 (1977), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0369.60038
[5] Cairoli, R.; Walsh, J. B., Some examples of holomorphic processes, Séminaire de probabilités XI, 340-348 (1977), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0379.60037
[6] Cairoli, R.; Walsh, J. B., On changing time, Séminaire de probabilités XI, 349-355 (1977), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0369.60049
[7] Cairoli, R., Une représentation intégrale pour les martingales fortes, Séminaire de probabilités XII, 162-169 (1978), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0377.60050
[8] Chung, K.L.: On the fundamental hypotheses of Hunt processes. Istituto di alta matematica, Sympos. Math. IX, 43-52 (1972) · Zbl 0242.60031
[9] Dellacherie, C.; Meyer, P. A., Probabilités et potentiel (1975), Paris: Hermann, Paris · Zbl 0323.60039
[10] Doléans, C., Variation quadratique des martingales continues à droite, Ann. Math. Statist., 40, 284-289 (1969) · Zbl 0177.21603
[11] Gundy, R. F.; Varopoulos, N. Th., A martingale that occurs in harmonic analysis, Ark. Math., 14, 179-187 (1976) · Zbl 0371.60058
[12] Merzbach, E.: Stopping for two-dimensional stochastic processes. Technical Report, Ben Gurion Univ. of the Negev (1976) · Zbl 0428.60050
[13] Merzbach, E.: Predictability and extension of the stochastic integral in the plane. Technical Report, Ben Gurion Univ. of the Negev (1976)
[14] Métraux, C., Quelques inégalités pour martingales à paramètre bidimensionnel, Séminaire de probabilités XII, 170-179 (1978), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0381.60042
[15] Meyer, P. A., Intégrales stochastiques I, Séminaire de probabilités I, 72-94 (1967), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0157.25001
[16] Millar, P. W., Martingale integrals, Trans. Amer. Math. Soc., 133, 145-166 (1968) · Zbl 0164.46603
[17] Walsh, J. B., A property of conformal martingales, Séminaire de probabilités XI, 490-492 (1977), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0364.60078
[18] Wong, E.; Zakai, M., Martingales and stochastic integrals for processes with a multi-dimensional parameter, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 29, 109-122 (1974) · Zbl 0282.60030
[19] Wong, E.; Zakai, M., Weak martingales and stochastic integrals in the plane, Ann. Probab., 4, 570-586 (1976) · Zbl 0359.60053
[20] Wong, E.; Zakai, M., An extension of stochastic integrals in the plane, Ann. Probability, 5, 770-778 (1977) · Zbl 0376.60060
[21] Wong, E.; Zakai, M., The sample function continuity of stochastic integrals in the plane, Ann. Probability, 5, 1024-1027 (1977) · Zbl 0374.60078
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