Planar semi-martingales

DOI10.1016/0047-259X(79)90053-8zbMath0456.60049OpenAlexW2082349448MaRDI QIDQ1150946

Michael D. Brennan

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(79)90053-8

zbMATH Keywords

Doob-Meyer decompositionmaximal inequalityalmost everywhere convergenceplanar semi-martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Related Items (10)

Doob-Meyer decomposition for set-indexed submartingales ⋮ Random Measures and Applications ⋮ The doob‐meyer decomposition for anticipating processes ⋮ A characterization of \(k\)-parameter quasimartingales ⋮ Unnamed Item ⋮ Inequalities for random fields ⋮ On regularity of multiparameter amarts and martingales ⋮ Bimeasures and measures induced by planar stochastic integrators ⋮ Quasimartingales on partially ordered sets ⋮ Regularity and decomposition of two-parameter supermartingales

Cites Work

• Stochastic integrals in the plane
• On the representation of semimartingales
• On Definitions of Bounded Variation for Functions of Two Variables
• [https://portal.mardi4nfdi.de/wiki/Publication:5549440 Existence du processus croissant naturel associ� � un potentiel de la classe (D)]
• Quasi-Martingales.
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• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

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