D_-approximation of product variations of two parameter smooth semimartingales

DOI10.1016/S0252-9602(17)30380-6MaRDI QIDQ705371zbMATH OpenOpenAlexFDO

Authors Jicheng Liu

Publication date 31 January 2005

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0252-9602(17)30380-6

zbMATH Keywords

Malliavin calculusproduct variationquasi suretwo parameter smooth semimartingale

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Martingales with continuous parameter (60G44)

Recommendations

• \(D_\infty\)-approximation of quadratic variations of smooth Itô processes
• Quasi sure quadratic variation of smooth martingales
• Two-parameter martingales and their quadratic variation
• Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space
• Quasi-sure product variation of two-parameter smooth martingales on the Wiener space

Cited in

(2)

• The \(p\)-variation and an extension of the class of semimartingales
• Stochastic product integral w.r.t infinite dimensional semimartingale i - exponentials of semimartingales

This page was built for publication: \(D_\infty\)-approximation of product variations of two parameter smooth semimartingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q705371)