Local times of continuous N-parameter strong martingales
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Publication:1081201
DOI10.1016/0047-259X(86)90038-2zbMath0601.60042MaRDI QIDQ1081201
Publication date: 1986
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(86)90038-2
random measure; continuity properties; Itô formulas; local times of continuous N-parameter strong martingales; non-strong continuous martingales; Tanaka-type formulas
60G48: Generalizations of martingales
60G44: Martingales with continuous parameter
60G17: Sample path properties
60H05: Stochastic integrals
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Cites Work
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- Stochastic analysis and local times for (N,d)-Wiener process
- Une formule d'Itô pour les martingales continues à deux indices et quelques applications
- A stochastic calculus for continuous N-parameter strong martingales
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- Ito's formula for continuous (N,d)-processes
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- [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]