A. A. Gushchin, “On the general theory of random fields on the plane”, Russian Math. Surveys, 37:6 (1982), 55

Citation in format AMSBIB

\Bibitem{Gus82}

\by A.~A.~Gushchin

\paper On the general theory of random fields on the plane

\jour Russian Math. Surveys

\yr 1982

\vol 37

\issue 6

\pages 55--80

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This publication is cited in the following 19 articles:

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Mariusz Michta, Kamil Ł. Świątek, “Properties of set-valued integrals and set-valued stochastic equations driven by two-parameter martingales”, Journal of Mathematical Analysis and Applications, 485:1 (2020), 123773
B. Gail Ivanoff, Fields Institute Communications, 76, Asymptotic Laws and Methods in Stochastics, 2015, 87
N. A. Kolodii, “Inequalities for the moments of stochastic integrals and stochastic Volterra equations driven a two-parameter Wiener process”, Siberian Math. J., 54:5 (2013), 829–840
Pavel S. Knopov, Olena N. Deriyeva, Springer Optimization and Its Applications, 83, Estimation and Control Problems for Stochastic Partial Differential Equations, 2013, 93
Pavel S. Knopov, Olena N. Deriyeva, Springer Optimization and Its Applications, 83, Estimation and Control Problems for Stochastic Partial Differential Equations, 2013, 1
N. A. Kolodij, “On the measurability with respect to a parameter of stochastic integral driven by two-parametric strong martingale”, Theory Probab. Appl., 56:1 (2012), 132–140
N. A. Kolodii, “Existence and continuity with respect to parameter of solutions to stochastic Volterra equations in a plane”, Russian Math. (Iz. VUZ), 54:2 (2010), 16–27
N. A. Kolodij, “Two-Parameter Stochastic Volterra Equations”, Math. Notes, 86:4 (2009), 493–504
Murray D. Burke, Dandong Feng, “The proportional hazards regression model with staggered entries: A strong martingale approach”, Stochastic Processes and their Applications, 116:8 (2006), 1195
Diane Saada, Dean Slonowsky, “The set-indexed Ito integral”, J Anal Math, 94:1 (2004), 61
N. A. Kolodij, “Some properties of random fields connected with stochastic integrals with respect to strong martingales”, J. Math. Sci. (N. Y.), 137:1 (2006), 4531–4540
Vincenzo Capasso, Marcello De giosab, Rosamaria Mininni, “Characterization of the spatial poisson process by stopping lines”, Stochastics and Stochastic Reports, 66:3-4 (1999), 221
Marco Dozzi, B. Gail Ivanoff, Ely Merzbach, “Doob-meyer decomposition for set-indexed submartingales”, J Theoret Probab, 7:3 (1994), 499
Eugenio Saavedra, “C-tightness criterion for non-adapted random fields”, Stochastic Processes and their Applications, 46:2 (1993), 213
B. Gail Ivanoff, Ely Merzbacht, “Characterization of compensators for point processes on the plane”, Stochastics and Stochastic Reports, 29:3 (1990), 395
I. V. Evstigneev, “Stochastic extremal problems and the strong Markov property of random fields”, Russian Math. Surveys, 43:2 (1988), 1–49
Nikos E. Frangos, Peter Imkeller, “The continuity of the quadratic variation of two-parameter martingales”, Stochastic Processes and their Applications, 29:2 (1988), 267
Ely Merzbach, David Nualart, “Different kinds of two-parameter martingales”, Isr J Math, 52:3 (1985), 193