Sample quadratic variation of sample continuous, second order martingales

DOI10.1007/BF00537825MaRDI QIDQ5586829zbMATH OpenFDO

Authors D. L. Fisk

Publication date 1966

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

Full work available at URL https://doi.org/10.1007/BF00537825

zbMATH Keywords

probability theory

Cites work

• A decomposition theorem for supermartingales
• Class 𝐷 supermartingales
• scientific article; zbMATH DE number 3060775 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Oscillation of sample functions in diffusion processes
• Quasi-Martingales
• The oscillation of stochastic integrals

Cited in

(5)

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

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