Quasi sure quadratic variation of smooth martingales
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Publication:1332787
DOI10.1215/KJM/1250519068zbMATH Open0804.60047OpenAlexW1501033630MaRDI QIDQ1332787FDOQ1332787
Authors: Jiagang Ren 
Publication date: 13 October 1994
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250519068
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Stochastic calculus of variations and the Malliavin calculus (60H07) Martingales with continuous parameter (60G44)
Cited In (16)
- On quadratic variation of martingales
- Title not available (Why is that?)
- Quadratic covariation and Itô's formula for smooth nondegenerate martingales
- Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations
- On the quadratic variation process of a continuous martingale
- Quasi-sure \(p\)-variation of fractional Brownian motion
- \(D_\infty\)-approximation of product variations of two parameter smooth semimartingales
- Quasi sure analysis of local times of anticipating smooth semimartingales
- Title not available (Why is that?)
- Quasi sure quadratic variation of local times of smooth semimartingales.
- Two parameter smooth martingales on the Wiener space
- Remarks on the class of continuous martingales with bounded quadratic variation
- Quasi-sure product variation of two-parameter smooth martingales on the Wiener space
- Quadratic variation of martingales in Riesz spaces
- Quadratic variation of local square strong martingale
- On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space
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