Two-parameter diffusions random fields

References

• Merzbach , E. and Nualart , D. 1990 . Markov Properties for Point Processes on the Plane . Ann. Probab , 18 ( 1 ) : 342 – 358 .
   Web of Science ®Google Scholar
• Nualart , D. and Sanz , M. 1976 . Intégrates Stochastiques Par Rapport au Prcessus De Wiener á Deux Parametres . Ann. Scient. de 1’Univ. de Clermont,Math , 14 ( 61 )
   Google Scholar
• Nualart , D. and Sanz , M. 1977 . “ The Diferentiation Itô Fórmula for Brownian Functionals of N-Parameters ” . In Adas de la IV Jornadas Matemádticas Hispano-Lusitanas , Jacá .
   Google Scholar
• Nualart , D. and Sanz , M. 1979 . A Markov Property for two Parameter Gaussian Proccesses . Stochastica , III ( 1 ) : 1 – 16 .
   Google Scholar
• Nualart , D. and Sanz , M. 1980 . Random Gaussian Markov Fields . Proceedings of the First World Conference on Mathematics at the Service of Man , 1 ( 1 ) : 629 – 642 .
   Google Scholar
• Nualart , D. 1980 . “ Martingales a Variation Independence du Chemin ” . In Lectures Notes in Mathematics , Edited by: Mazziotto , G. and Szpirglas , J. Vol. 863 , Berlin Heidelberg , New York : Springer-Verlag .
   Google Scholar
• Nualart , D. 1983 . Two Parameter Diffusion Processes and Martingales . Stochastic Processes and Their Applications , 15 : 31 – 55 .
   Google Scholar
• Nualart , D. 1986 . “ Equations d’onde Stochastique: Propagation des Singularités ” . In Varadhan, Ecole d’Eté Probabilités de Saint Flour , Edited by: Diaconis , P. , Nelson , E. , Elworthy , D. , Papanicolau , G. and Föllmer , S.R.S. Springer-Verlag . Lecture Notes in Mathematics
   Google Scholar
• Nualart , D. 1989 . Dependence on the Boundary Condition for Linear Stochastic Differential Equations in the Plane . Stochastic Process Appl , 33 ( 1 ) : 45 – 61 .
   Web of Science ®Google Scholar
• Nualart , D. and Sanz , M. 1989 . Stochastic Differential Equations on the Plane Smoothness of the Solution . Multivanate Anal , 31 ( 1 ) : 1 – 29 .
   Web of Science ®Google Scholar
• Nualart , D. , Sanz , M. and Zakai , M. 1990 . On the Relations between Increasing Functions Associated with Two-Parameter Continuous Martingales . Stochastic Process Appl , 34 ( 1 ) : 99 – 119 .
   Web of Science ®Google Scholar
• Nualart , D. 1992 . Randomized Stopping Points and Optimal Stopping on the Plane . The Annals of Probability , 20 ( 2 ) : 883 – 900 .
   Web of Science ®Google Scholar
• Walsh , J.B. 1977 . Martingales with a Multidimensional Parameter and Stochastic Integrals in the Plane , Vol. VI , Paris : Course de 3e cycle .
   Google Scholar
• Walsh , J.B. 1979 . Convergence and Regularity of Multiparameter Strong Martingales , Vol. 46 , 177 – 192 . ZW .
   Google Scholar
• Walsh , J.B. 1981 . A Stochastic Model of Neural Response . Adv. Appl. Prob , 13 : 231 – 281 .
   Web of Science ®Google Scholar
• Walsh , J.B. 1986 . “ Martingales with a Multidimensional Parameter and Stochastic Integrals in the Plane ” . In Lectures in Probability and Statistics , Berlin : Springer . Lectures Notes in Math. 1215
   Google Scholar
• Walsh , J.B. 1987 . An Introduction to Stochastic Partial Differential Equations , Springer . Lectures Notes in Mathematics, 1180
   Google Scholar