论文信息 - Martingales and stochastic integrals for processes with a multi-dimensional parameter - 字舞流文

Martingales and stochastic integrals for processes with a multi-dimensional parameter

Moshe Zakai | E. Wong | M. Zakai | Eugene Wong

[1] W. Park. A Multi-Parameter Gaussian Process , 1970 .

[2] J. M. Clark,et al. The Representation of Functionals of Brownian Motion by Stochastic Integrals , 1970 .

[3] C. Doléans-Dade,et al. Intégrales stochastiques par rapport aux martingales locales , 1970 .

[4] R. Cairoli. Une inegalite pour martingales a indices multiples et ses applications , 1970 .

[5] H. Kunita,et al. On Square Integrable Martingales , 1967, Nagoya Mathematical Journal.

[6] J. Yeh. CAMERON-MARTIN TRANSLATION THEOREMS IN THE WIENER SPACE OF FUNCTIONS OF TWO VARIABLES(') , 1963 .

[7] J. Yeh. Wiener measure in a space of functions of two variables , 1960 .

[8] Kiyosi Itô. Multiple Wiener Integral , 1951 .

[9] W. T. Martin,et al. The Orthogonal Development of Non-Linear Functionals in Series of Fourier-Hermite Functionals , 1947 .