scientific article; zbMATH DE number 3990523

zbMATH Open0612.60046MaRDI QIDQ3753200FDOQ3753200

Authors: Olga Julià 

Publication date: 1986

Full work available at URL: http://www.numdam.org/item?id=ASCFPA_1986__88_5_1_0

Title of this publication is not available (Why is that?)

Recommendations

• Local time for two-parameter continuous martingales with respect to the quadratic variation
• On the relations between increasing functions associated with two- parameter continuous martingales
• Regularities of local times of two-parameter martingales
• The continuity of the quadratic variation of two-parameter martingales
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications

zbMATH Keywords

quadratic variationcontinuous local time for two-parameter martingales

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• (Semi-) martingale inequalities and local times
• Stochastic integrals in the plane
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications
• On the quadratic variation of two-parameter continuous martingales
• Predictable and dual predictable projections of two-parameter stochastic processes

Cited In (6)

• The quadratic variations of local martingales and the first-passage times of stochastic integrals
• On the relations between increasing functions associated with two- parameter continuous martingales
• Local time for two-parameter continuous martingales with respect to the quadratic variation
• On a martingale characterization of two-parameter Wiener process
• Title not available (Why is that?)
• Regularities of local times of two-parameter martingales

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