On quadratic variation of martingales (Q2253703)

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On quadratic variation of martingales
scientific article

    Statements

    title
    On quadratic variation of martingales (English)
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    author
    B. V. Rao
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    Rajeeva L. Karandikar
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    publication date
    12 February 2015
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    zbMATH Keywords
    right-continuous-with-left-limits (r.c.l.l.) martingales
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    quadratic variation
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    Doob-Meyer decomposition
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60G17
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    60H05
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    zbMATH DE Number
    6402689
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    OpenAlex ID
    W2004572462
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