Quadratic variation for a class of L lo\(g^ +\,L\)-bounded two-parameter martingales
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Publication:1094751
DOI10.1214/aop/1176992083zbMath0631.60048MaRDI QIDQ1094751
Peter Imkeller, Nikolaos E. Frangos
Publication date: 1987
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992083
quadratic variation; two-parameter martingale; quasi-left continuity; two-parameter Burkholder- type inequality
60G42: Martingales with discrete parameter
60G44: Martingales with continuous parameter
60G07: General theory of stochastic processes
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