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Stochastic calculus for a two parameter jump process

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Processus Aléatoires à Deux Indices

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 863))

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References

  1. AL-HUSSAINI, A and ELLIOTT, R. Weak martingales associated with a two parameter jump process. Lecture Notes in Control and Information Sciences 16, 252–263. Springer-Verlag. Berlin, Heidelberg, New York. 1979.

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  2. AL-HUSSAINI, A and ELLIOTT, R. Martingales, potentials and exponentials associated with a two parameter jump process. Pre-print. University of Hull. December 1979.

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  3. CAIROLI, R and WALSH, J.B. Stochastic integrals in the plane.Acta.Math. 134, 111–183, (1975).

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  4. DOLEANS-DADE, C and MEYER, P.A. Un petit theoreme de projection pour processus à deux indices. Lecture Notes in Math. 721. Springer-Verlag. Berlin, Heidelberg, New York. 1979.

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  5. MAZZIOTTO, G. and SZPIRGLAS, J. Equations du filtrage pour un processus de Poisson mélange à deux indices. Stochastics. To appear.

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  6. WONG, E and ZAKAI, M. Likelihood ratios and transformation of probability associated with a two parameter Wiener process. Zeits. für Wahrs. 40, 283–308 (1977).

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  7. WONG, E and ZAKAI, M. Differentiation formulas for stochastic integrals in the plane. Stoch. Proc. and Appl. 6, 339–349, (1978).

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Author information

Authors and Affiliations

  1. University of Alberta, Canada

    Ata Al-Hussaini

  2. University of Hull, England

    Robert J. Elliott

Authors
  1. Ata Al-Hussaini
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  2. Robert J. Elliott
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Hayri Korezlioglu Gerald Mazziotto Jacques Szpirglas

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© 1981 Springer-Verlag

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Al-Hussaini, A., Elliott, R.J. (1981). Stochastic calculus for a two parameter jump process. In: Korezlioglu, H., Mazziotto, G., Szpirglas, J. (eds) Processus Aléatoires à Deux Indices. Lecture Notes in Mathematics, vol 863. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0091103

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  • DOI: https://doi.org/10.1007/BFb0091103

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10832-0

  • Online ISBN: 978-3-540-38718-3

  • eBook Packages: Springer Book Archive

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