Planar semi-martingales
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Publication:1150946
DOI10.1016/0047-259X(79)90053-8zbMath0456.60049MaRDI QIDQ1150946
Publication date: 1979
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Doob-Meyer decomposition; maximal inequality; almost everywhere convergence; planar semi-martingales
Related Items
Inequalities for random fields, Unnamed Item, Quasimartingales on partially ordered sets, Regularity and decomposition of two-parameter supermartingales, Doob-Meyer decomposition for set-indexed submartingales, Bimeasures and measures induced by planar stochastic integrators, A characterization of \(k\)-parameter quasimartingales, Random Measures and Applications, The doob‐meyer decomposition for anticipating processes, On regularity of multiparameter amarts and martingales
Cites Work
- Stochastic integrals in the plane
- On the representation of semimartingales
- On Definitions of Bounded Variation for Functions of Two Variables
- [https://portal.mardi4nfdi.de/wiki/Publication:5549440 Existence du processus croissant naturel associ� � un potentiel de la classe (D)]
- Quasi-Martingales.
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