On the relations between increasing functions associated with two- parameter continuous martingales

DOI10.1016/0304-4149(90)90058-ZzbMath0691.60040MaRDI QIDQ582694

Marta Sanz-Solé, David Nualart, Moshe Zakai

Publication date: 1990

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Doob-Meyer decompositionlocal timequadratic variationtwo-parameter continuous martingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Related Items (2)

r-variations for two-parameter continuous martingales and Itô's formula ⋮ Two-parameter diffusions random fields

Cites Work

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• Conformal martingales
• On the quadratic variation of two-parameter continuous martingales
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications
• Multiparameter martingale differential forms
• Local time for two-parameter continuous martingales with respect to the quadratic variation
• Stochastic integrals in the plane
• Local Times for Multiparameter Random Processes
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Variations quadratiques et inégalités pour les martingales a deux indices

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