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Original Articles

Almost sure convergence of stochastic taylor expansions for functions of real-valued two-parameter continuous brownian semimartingales

Pages 291-302 | Published online: 12 Apr 2007

References

  • Carioli , R. and Walsh , J.B. 1975 . Stochastic integrals in the plane . Ada Math-ematica , 134 : 111 – 183 .
  • Hajek , B. 1982 . Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus . Ann. Probability , 10 : 451 – 463 .
  • Wong , E. and Zakai , M. 1976 . Weak martingales and stochastic integrals in the plane . Ann. Probability , 4 : 570 – 586 .
  • Wong , E. and Zakai , M. 1978 . Differentiation formulas for stochastic integrals in the plane . Stochastic process. Appl , 6 : 339 – 349 .
  • Vu Veit Yen . 1988 . A stochastic Taylor formula for functionals of two-parameter semimartingales . Ada Mathematica Vietnamica , 13 ( 2 ) : 45 – 54 .

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