scientific article; zbMATH DE number 140591

MaRDI QIDQ4029018zbMATH OpenFDO

Authors Nikos E. Frangos, David Nualart, Marta Sanz-Solé

Publication date 28 March 1993

zbMATH Keywords

Itô formulapathwise Itô formulatwo-parameter martingalevariations up to the fourth order

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Random fields (60G60) Stochastic integrals (60H05)

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(11)

• A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals
• r-variations for two-parameter continuous martingales and Itô's formula
• On compact Itô's formulas for martingales of \(m_ c^ 4\)
• On Itô's formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions
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• Mod 2 cohomology of combinatorial Grassmannians
• Ito's formula for two-parameter stochastic integrals with respect to martingale measures
• On the quadratic variation of two-parameter continuous martingales
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications

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