{"entities":{"Q796177":{"pageid":798025,"ns":120,"title":"Item:Q796177","lastrevid":64439622,"modified":"2026-04-11T19:52:58Z","type":"item","id":"Q796177","labels":{"en":{"language":"en","value":"Une formule d'It\u00f4 pour les martingales continues \u00e0 deux indices et quelques applications"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 3864227"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q796177$97F77E14-4EF7-4B0B-A93F-FAE74452DB1C","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"55eadd11429fa52facf6beab04037b0d52d30d44","datavalue":{"value":{"text":"Une formule d'It\u00f4 pour les martingales continues \u00e0 deux indices et quelques applications","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q796177$6FCB2FD2-20AE-43D0-8293-D62C28C8E1F2","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"de491e5e824018c750538f9639d4a1a9da0b112a","datavalue":{"value":"0543.60062","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q796177$2DF79A57-83FE-4B0D-8166-EF78CE581058","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e50b98d4fe165ab872f3c9ddd85cac88503f418c","datavalue":{"value":{"entity-type":"item","numeric-id":169877,"id":"Q169877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q796177$D75966E1-25FB-437A-9C0C-F010C15C8842","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2ee0f220147ae8bc749a64db56839865dbc4f127","datavalue":{"value":{"time":"+1984-00-00T00:00:00Z","timezone":0,"before":0,"after":0,"precision":9,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q796177$18D224DA-DBF2-4767-A8B2-8DA9F2A12F39","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"7b630966be3beab8c495c1d1bc452eb7cd92c7a6","datavalue":{"value":"http://www.numdam.org/item?id=AIHPB_1984__20_3_251_0","type":"string"},"datatype":"url"},"type":"statement","id":"Q796177$783DBD74-AEC1-4331-806A-9659E30284AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"181c5b476b7f438f691a687471b41a717737c328","datavalue":{"value":"https://eudml.org/doc/77235","type":"string"},"datatype":"url"},"type":"statement","id":"Q796177$49F79E23-7802-4538-8E71-C921EE6EF35C","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"4929c81de984ea9a1af1e602d094d4d57bb27001","datavalue":{"value":"After having proved the existence of a continuous version of the quadratic variation of a two-parameter continuous martingale [On the quadratic variation of two-parameter continuous martingales. Ann. Probab. 12, 445-457 (1984)], the author provides in the paper under review an It\u00f4 differentiation formula for arbitrary two-parameter continuous martingales. Such a formula has already been obtained by \\textit{L. Chevalier}, Bull. Sci. Math., II. Ser. 106, 19-62 (1982; Zbl 0493.60055), under the additional assumption that any square integrable martingale has a continuous version; in the presently more general setting the author proves this formula by a more accurate and ingenious application of martingales inequalities. As an application, the author proves the existence, continuity and regularity of the local time of these martingales with respect to a particular random measure (a quadratic variation related to the martingale). Finally a maximal inequality for stochastic integrals in one coordinate is presented.","type":"string"},"datatype":"string"},"type":"statement","id":"Q796177$4D48CD7A-B0D0-4695-A384-54293A61B825","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q796177$9401E6D6-5FF5-4E89-90DB-3184D76616DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"69266d40cbefa0cd79cfd6057e0106f35c726a03","datavalue":{"value":"60G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q796177$0CD6F8FB-8A3F-4B63-A964-96AEBC8B5EE9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"bb49b8508392362aa740e2b183cb1e8550ee8efb","datavalue":{"value":"60G57","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q796177$02EF1C39-096E-4DA9-95B5-27645D758653","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1e2c753ca31d87fef9ad0af4009b4a2a316d1a64","datavalue":{"value":"3864227","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q796177$80D06184-4E63-45E7-9B09-9F8EB7033A36","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ae6411dfe7f3383ac564c64d0a26f71c31b1291d","datavalue":{"value":"It\u00f4 differentiation formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q796177$B38007DD-78BD-4873-AA6F-B20A60A98955","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fba68759c5a73e2e0fa39b1872bd706a93366393","datavalue":{"value":"two-parameter continuous martingales","type":"string"},"datatype":"string"},"type":"statement","id":"Q796177$07EFB5A4-8E17-4058-B4E7-C137E4C1A0D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3fc65994ea53596a4bbbbf11d26e43a16e959168","datavalue":{"value":"martingales inequalities","type":"string"},"datatype":"string"},"type":"statement","id":"Q796177$EB3F3E2A-53CD-45D0-8F35-BC8A365F65C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e7dc058889891bb36b89e25e9d95ad64f96c4e5b","datavalue":{"value":"continuity and regularity of the local time","type":"string"},"datatype":"string"},"type":"statement","id":"Q796177$1A19ED06-A00D-4F39-81C0-9B041594CDB3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c2f3f9fb2567d4ee544382d7870f9f3b51d26d0e","datavalue":{"value":"maximal inequality for stochastic integrals","type":"string"},"datatype":"string"},"type":"statement","id":"Q796177$981D62EB-3FFD-481B-B5A7-8D04ED5FEEF0","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"4d371aa15dbf45ea80a39c178d6020c0ed6f1265","datavalue":{"value":{"entity-type":"item","numeric-id":217271,"id":"Q217271"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q796177$78D9E949-808C-40C8-931C-16C35EAC3D39","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q796177$00C5FEDB-2DD4-4B69-B229-2AAA9DB979E2","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2085254fa620d773a09ccc92768644dbed02e101","datavalue":{"value":{"entity-type":"item","numeric-id":1122218,"id":"Q1122218"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8e80d0ced3a7ef5f041876aae51068b430243237","datavalue":{"value":{"amount":"+0.8758544325828552","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q796177$074E26B2-BA9E-4DE3-B779-5B8CE635B6A3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"94b221292e1c5c7647fe058df121c8f7da0dd289","datavalue":{"value":{"entity-type":"item","numeric-id":793438,"id":"Q793438"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cb562f6ec9eb3174b1c0dd4cf10c6f72dd79688b","datavalue":{"value":{"amount":"+0.8754682540893555","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q796177$90CD2762-CBC1-4E72-921B-8BBF80B4A5C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0cca9f3732d5b7d5dbfba7a3a5b2b8cc9cb55068","datavalue":{"value":{"entity-type":"item","numeric-id":4029018,"id":"Q4029018"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"96c32ed67c7fc78810b01daab4c2ca6c67bdea21","datavalue":{"value":{"amount":"+0.8739914298057556","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q796177$E57FF683-58A1-4AEC-85A8-D3EA28CCADC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c87ec2a5de72f6de373566c7efdcc80370a34701","datavalue":{"value":{"entity-type":"item","numeric-id":5423748,"id":"Q5423748"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3b48ff88a8a06268f516d2200ead6c58f12bf54e","datavalue":{"value":{"amount":"+0.8708560466766357","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q796177$5A9AF430-8DAC-4822-90E9-D2F965E594FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"00be11c8dcffb5f64cc3dcf73555f28ec2c8c9d0","datavalue":{"value":{"entity-type":"item","numeric-id":582694,"id":"Q582694"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"969ba757ef01cf77d79eec3dfed9d6083b95297f","datavalue":{"value":{"amount":"+0.8473394513130188","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q796177$4AA968A2-8814-4151-A66E-8B1C7702FEB9","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Une formule d'It\u00f4 pour les martingales continues \u00e0 deux indices et quelques applications","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Une_formule_d%27It%C3%B4_pour_les_martingales_continues_%C3%A0_deux_indices_et_quelques_applications"}}}}}