Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

scientific article; zbMATH DE number 936382

From MaRDI portal
Jump to:navigation, search

zbMATH Open0858.60049MaRDI QIDQ4895977FDOQ4895977


Authors: Nikos E. Frangos, P. Imkeller Edit this on Wikidata


Publication date: 16 October 1996



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



Recommendations

  • The continuity of the quadratic variation of two-parameter martingales
  • Quadratic variation of local square strong martingale
  • On the quadratic variation of two-parameter continuous martingales
  • On the quadratic variation process of a continuous martingale
  • Quadratic variation for a class of L lo\(g^ +\,L\)-bounded two-parameter martingales


zbMATH Keywords

strong martingalesstochastic integrals with respect to strong martingales


Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)



Cited In (8)

  • On quadratic variation of martingales
  • Differentiability of quadratic BSDEs generated by continuous martingales
  • Remarks on the class of continuous martingales with bounded quadratic variation
  • The quadratic variation of continuous time stochastic processes in vector lattices
  • Title not available (Why is that?)
  • Quadratic variation of martingales in Riesz spaces
  • Quadratic variation of local square strong martingale
  • On One Extension of a Martingale





This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4895977)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4895977&oldid=19277794"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 8 February 2024, at 05:39. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki