Gaussian quasimartingales

DOI10.1007/BF00531739MaRDI QIDQ3908252zbMATH OpenOpenAlexFDO

Authors Naresh C. Jain, Ditlev Monrad

Publication date 1982

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00531739

zbMATH Keywords

bounded variationquasimartingalessample path decomposition

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Generalizations of martingales (60G48)

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• On some continuity and differentiability properties of paths of Gaussian processes
• On the convergence of sums of independent Banach space valued random variables
• On the Oscillation Functions of Gaussian Processes.
• Properties of Sample Functions for Stochastic Processes and Embedding Theorems
• Some zero-one laws for Gaussian processes
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes

Cited in

(11)

• On stable processes of bounded variation
• Itô's formula for Gaussian processes with stochastic discontinuities
• On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes
• Partial functional quantization and generalized bridges
• Gaussian moving averages, semimartingales and option pricing.
• On infinitely divisible semimartingales
• Wiener integrals, Malliavin calculus and covariance measure structure
• Semimartingales gaussiennes — application au probleme de l'innovation
• Representation of Gaussian semimartingales with applications to the covariance function
• Forward and backward semimartingale models for gaussian processes with stationary increments
• Path and semimartingale properties of chaos processes

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