Planar semi-martingales

DOI10.1016/0047-259X(79)90053-8zbMath0456.60049OpenAlexW2082349448MaRDI QIDQ1150946

Michael D. Brennan

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(79)90053-8

zbMATH Keywords

Doob-Meyer decompositionmaximal inequalityalmost everywhere convergenceplanar semi-martingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Related Items

Doob-Meyer decomposition for set-indexed submartingales, Random Measures and Applications, The doob‐meyer decomposition for anticipating processes, A characterization of \(k\)-parameter quasimartingales, Unnamed Item, Inequalities for random fields, On regularity of multiparameter amarts and martingales, Bimeasures and measures induced by planar stochastic integrators, Quasimartingales on partially ordered sets, Regularity and decomposition of two-parameter supermartingales

Cites Work

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• 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.