Bulletin of the American Mathematical Society

MathSciNet review: 1567871
Full text of review: PDF   This review is available free of charge.
Book Information:

Author: M. Dozzi
Title: Stochastic processes with a multidimensional parameter
Additional book information: Pitman Research Notes in Mathematics Series, Longman Scientific & Technical, Harlow, England, 1989, 195 pp., $49.95. ISBN 0-582-03127-3.

R. Cairoli and John B. Walsh, Stochastic integrals in the plane, Acta Math. 134 (1975), 111–183. MR 420845, DOI 10.1007/BF02392100

Claude Dellacherie and Paul-André Meyer, Probabilités et potentiel, Publications de l’Institut de Mathématique de l’Université de Strasbourg, No. XV, Hermann, Paris, 1975 (French). Chapitres I à IV; Édition entièrement refondue. MR 0488194

Ely Merzbach, Point processes in the plane, Acta Appl. Math. 12 (1988), no. 1, 79–101. MR 962881, DOI 10.1214/aop/1176991900

Eugene Wong and Moshe Zakai, Martingales and stochastic integrals for processes with a multi-dimensional parameter, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 29 (1974), 109–122. MR 370758, DOI 10.1007/BF00532559

1.

R. Cairoli and J. B. Walsh, Stochastic integrals in the plane, Acta Math. 134 (1975), 111-183. MR 0420845

2.

C. Dellacherie and P. A. Meyer, Probabilités et Potentiels, Tome I, II, III, Hermann, Paris, 1975, 1980, 1983. MR 488194

3.

E. Merzbach, Point processes in the plane, Acta Appl. Math. 12 (1988), 79-101. MR 962881

4.

E. Wong and M. Zakai, Martingales and stochastic integrals for processes with a multidimensional parameter, Z. Wahrsch. verw. Gebiete 29 (1974), 109-122. MR 370758