Sample quadratic variation of sample continuous, second order martingales

DOI10.1007/BF00537825zbMATH Open0192.24701MaRDI QIDQ5586829FDOQ5586829

Authors: D. L. Fisk 

Publication date: 1966

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

zbMATH Keywords

probability theory

Cites Work

• Title not available (Why is that?)
• Class 𝐷 supermartingales
• Title not available (Why is that?)
• A decomposition theorem for supermartingales
• Quasi-Martingales
• The oscillation of stochastic integrals
• Oscillation of sample functions in diffusion processes

Cited In (5)

• The quadratic variation of random processes
• On a Subclass of Square Integrable Martingales
• Quadratic Variation of Potentials and Harmonic Functions
• Second Order Itô Processes
• A decomposition of square integrable martingales

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