On the quadratic variation of two-parameter continuous martingales

DOI10.1214/AOP/1176993300MaRDI QIDQ793438zbMATH OpenOpenAlexFDO

Authors David Nualart

Publication date 1984

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993300

zbMATH Keywords

sample continuitytwo-parameter Itô formula

Mathematics Subject Classification ID

Sample path properties (60G17) Martingales with continuous parameter (60G44)

Recommendations

• The continuity of the quadratic variation of two-parameter martingales
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications
• Two-parameter martingales and their quadratic variation
• scientific article; zbMATH DE number 140591
• On the relations between increasing functions associated with two- parameter continuous martingales

Cited in

(31)

• A class of two-parameter stochastic integrators
• scientific article; zbMATH DE number 3990523 (Why is no real title available?)
• On quadratic variation of martingales
• A stochastic calculus for continuous N-parameter strong martingales
• Quasi-sure analysis of two-parameter stochastic differential equations
• Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations
• A property of two-parameter martingales with path-independent variation
• On the quadratic variation process of a continuous martingale
• Estimation of quadratic variation for two-parameter diffusions
• Variations quadratiques et inégalités pour les martingales a deux indices
• scientific article; zbMATH DE number 922946 (Why is no real title available?)
• On the relations between increasing functions associated with two- parameter continuous martingales
• Local time for processes indexed by a partially ordered set
• Local time for two-parameter continuous martingales with respect to the quadratic variation
• On inequalities for two-parameter martingales
• Exponential inequalities for two-parameter martingales
• r-variations for two-parameter continuous martingales and Itô's formula
• scientific article; zbMATH DE number 936382 (Why is no real title available?)
• The transformation theorem for two-parameter pure jump martingales
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications
• Kernel Density Estimation and Local Time
• Remarks on the class of continuous martingales with bounded quadratic variation
• Quadratic variation for a class of L log^ +\,L-bounded two-parameter martingales
• The continuity of the quadratic variation of two-parameter martingales
• scientific article; zbMATH DE number 3944963 (Why is no real title available?)
• Regularity and decomposition of two-parameter supermartingales
• The quadratic variation of continuous time stochastic processes in vector lattices
• Quasi-sure product variation of two-parameter smooth martingales on the Wiener space
• Quadratic variation of martingales in Riesz spaces
• Quadratic variation of local square strong martingale
• scientific article; zbMATH DE number 1861596 (Why is no real title available?)

This page was built for publication: On the quadratic variation of two-parameter continuous martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q793438)