scientific article; zbMATH DE number 4209226

MaRDI QIDQ3357207zbMATH OpenFDO

Authors Nguyen Minh Duc, David Nualart, Marta Sanz-Solé

Publication date 1989

Full work available at URL http://www.numdam.org/item?id=SPS_1989__23__566_0, https://eudml.org/doc/113703

zbMATH Keywords

quasimartingale propertyweak local submartingale property

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Random fields (60G60)

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(3)

• Mean residual life processes and associated submartingales
• On the transformation of martingales with a two dimensional parameter set by convex functions
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