Sample quadratic variation of sample continuous, second order martingales

DOI10.1007/BF00537825zbMath0192.24701MaRDI QIDQ5586829

D. L. Fisk

Publication date: 1966

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

probability theory

Related Items (5)

A decomposition of square integrable martingales ⋮ Second Order Itô Processes ⋮ The quadratic variation of random processes ⋮ On a Subclass of Square Integrable Martingales ⋮ Quadratic Variation of Potentials and Harmonic Functions

Cites Work

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• A decomposition theorem for supermartingales
• Quasi-Martingales
• Class 𝐷 supermartingales
• The oscillation of stochastic integrals
• Oscillation of sample functions in diffusion processes

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