Variation Quadratique Des Martingales Continues a Droite
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Publication:5566883
DOI10.1214/aoms/1177697823zbMath0177.21603OpenAlexW2035984893MaRDI QIDQ5566883
Publication date: 1969
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697823
Related Items (12)
Spectral characterization of the optimal quadratic variation process ⋮ Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ Sharp inequalities for the Beurling-Ahlfors transform on radial functions ⋮ Asymptotics of distributions of martingales with a continuous parameter ⋮ La variation d'ordre p des semi-martingales ⋮ The best constant in the Davis inequality for the expectation of the martingale square function ⋮ Burkholder-Davis-Gundy inequalities in UMD Banach spaces ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales] ⋮ Note on the Krickeberg decomposition ⋮ On the maximal inequalities of Burkholder, Davis and Gundy ⋮ Simplified stochastic calculus via semimartingale representations ⋮ A remark on infinitesimal absolute continuity of martingale measurest†
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