19 citations to https://www.mathnet.ru/rus/rm3944
  1. Diane Saada, Dean Slonowsky, “The set-indexed Ito integral”, J Anal Math, 94:1 (2004), 61  crossref  mathscinet  zmath  isi
  2. Н. А. Колодий, “Некоторые свойства случайных полей, связанных со стохастическими интегралами по сильным мартингалам”, Вероятность и статистика. 8, Зап. научн. сем. ПОМИ, 320, ПОМИ, СПб., 2004, 80–96  mathnet  mathscinet  zmath  elib; 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  crossref
  3. 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  crossref
  4. Marco Dozzi, B. Gail Ivanoff, Ely Merzbach, “Doob-meyer decomposition for set-indexed submartingales”, J Theoret Probab, 7:3 (1994), 499  crossref  mathscinet  zmath
  5. Eugenio Saavedra, “C-tightness criterion for non-adapted random fields”, Stochastic Processes and their Applications, 46:2 (1993), 213  crossref
  6. B. Gail Ivanoff, Ely Merzbacht, “Characterization of compensators for point processes on the plane”, Stochastics and Stochastic Reports, 29:3 (1990), 395  crossref
  7. И. В. Евстигнеев, “Стохастические экстремальные задачи и строго марковское свойство случайных полей”, УМН, 43:2(260) (1988), 3–41  mathnet  mathscinet  zmath  adsnasa; I. V. Evstigneev, “Stochastic extremal problems and the strong Markov property of random fields”, Russian Math. Surveys, 43:2 (1988), 1–49  crossref  isi
  8. Nikos E. Frangos, Peter Imkeller, “The continuity of the quadratic variation of two-parameter martingales”, Stochastic Processes and their Applications, 29:2 (1988), 267  crossref
  9. Ely Merzbach, David Nualart, “Different kinds of two-parameter martingales”, Isr J Math, 52:3 (1985), 193  crossref  mathscinet  zmath  isi
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