scientific article; zbMATH DE number 936382

MaRDI QIDQ4895977zbMATH OpenFDO

Authors Nikos E. Frangos, P. Imkeller

Publication date 16 October 1996

zbMATH Keywords

strong martingalesstochastic integrals with respect to strong martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

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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
• scientific article; zbMATH DE number 4088638 (Why is no real title available?)
• Quadratic variation of martingales in Riesz spaces
• Quadratic variation of local square strong martingale
• On One Extension of a Martingale

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