Quadratic variation for a class of L log^ +\,L-bounded two-parameter martingales

DOI10.1214/AOP/1176992083MaRDI QIDQ1094751zbMATH OpenOpenAlexFDO

Authors P. Imkeller, Nikos 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

zbMATH Keywords

quadratic variationquasi-left continuitytwo-parameter Burkholder- type inequalitytwo-parameter martingale

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

Recommendations

• Two-parameter martingales and their quadratic variation
• The continuity of the quadratic variation of two-parameter martingales
• Publication:4893511
• Variations quadratiques et inégalités pour les martingales a deux indices
• On the quadratic variation of two-parameter continuous martingales

Cited in

(16)

• Remarks on the class of continuous martingales with bounded quadratic variation
• The continuity of the quadratic variation of two-parameter martingales
• Two-parameter martingales and their quadratic variation
• The maximal \((C,\alpha,\beta)\) operator of two-parameter Walsh-Fourier series
• The boundedness of the two-parameter Sunouchi operators on Hardy spaces
• Variational estimates for martingale paraproducts
• scientific article; zbMATH DE number 1803859 (Why is no real title available?)
• APPLICATIONS OF MULTI-PARAMETER MARTINGALES IN FOURIER ANALYSIS
• scientific article; zbMATH DE number 3842900 (Why is no real title available?)
• scientific article; zbMATH DE number 4005268 (Why is no real title available?)
• scientific article; zbMATH DE number 922946 (Why is no real title available?)
• scientific article; zbMATH DE number 936382 (Why is no real title available?)
• Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations
• Variations quadratiques et inégalités pour les martingales a deux indices
• Some maximal lnequalities with respect to two-parameter dyadic derivative and cesàro summability
• Two-dimensional martingale transforms and their applications in summability of Walsh-Fourier series

This page was built for publication: Quadratic variation for a class of L lo\(g^ +\,L\)-bounded two-parameter martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1094751)