Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space (Q675812)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space |
scientific article |
Statements
Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space (English)
0 references
12 October 1997
0 references
Let \(M\) be a two-parameter smooth martingale, \(\sum^n_{i,j=1} M(\Delta_{i j})^2\) be its discrete quadratic variations and \(\langle M\rangle\) be its quadratic variation process. This paper proves these processes to have quasi-sure versions and the process \(\langle M\rangle\) can be the limit of \(\sum^n_{i,j=1} M(\Delta_{ij})^2\) except on a slim set.
0 references
two-parameter smooth martingale
0 references
quadratic variation process
0 references