The Sample Function Continuity of Stochastic Integrals in the Plane
Wong, Eugene ; Zakai, Moshe
Ann. Probab., Tome 5 (1977) no. 6, p. 1024-1027 / Harvested from Project Euclid
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Sample continuity is proved for extended stochastic integrals involving a two-parameter Wiener process.
Publié le : 1977-12-14
Classification:  Sample continuity,  stochastic integrals,  two-dimensional random fields,  two-parameter martingales,  60H05,  60G45 
@article{1176995670,
     author = {Wong, Eugene and Zakai, Moshe},
     title = {The Sample Function Continuity of Stochastic Integrals in the Plane},
     journal = {Ann. Probab.},
     volume = {5},
     number = {6},
     year = {1977},
     pages = { 1024-1027},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995670}
}

Wong, Eugene; Zakai, Moshe. The Sample Function Continuity of Stochastic Integrals in the Plane. Ann. Probab., Tome 5 (1977) no. 6, pp.  1024-1027. http://gdmltest.u-ga.fr/item/1176995670/