Pages that link to "Item:Q796177"

The following pages link to Une formule d'Itô pour les martingales continues à deux indices et quelques applications (Q796177):

Displaying 24 items.

• The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds (Q458122) (← links)
• On the relations between increasing functions associated with two- parameter continuous martingales (Q582694) (← links)
• Ito's formula for two-parameter stochastic integrals with respect to martingale measures (Q760964) (← links)
• On the quadratic variation of two-parameter continuous martingales (Q793438) (← links)
• Estimation of quadratic variation for two-parameter diffusions (Q1016633) (← links)
• A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals (Q1038999) (← links)
• Local times of continuous N-parameter strong martingales (Q1081201) (← links)
• Multiparameter martingale differential forms (Q1088291) (← links)
• Exponential estimates for two-parameter martingales (Q1097575) (← links)
• Une application du calcul du nombre de montées et de descentes aux fonctions de martingales locales continues. (An application of the calculus of up- and down-crossing numbers to functions of continuous local martingales) (Q1103964) (← links)
• On inequalities for two-parameter martingales (Q1105280) (← links)
• A stochastic calculus for continuous N-parameter strong martingales (Q1107211) (← links)
• The continuity of the quadratic variation of two-parameter martingales (Q1112447) (← links)
• r-variations for two-parameter continuous martingales and Itô's formula (Q1122218) (← links)
• A property of two-parameter martingales with path-independent variation (Q1822134) (← links)
• 2D-stochastic currents over the Wiener sheet (Q2248936) (← links)
• The transformation theorem for two-parameter pure jump martingales (Q2277658) (← links)
• Calcul stochastique non adapté pour des processus à deux paramètres: Formules de changement de variables de type Stratonovitch et de type Skorohod. (Anticipative stochastic calculus for processes with two parameters: Change of variables formulae of Str (Q2277664) (← links)
• Quasi-sure product variation of two-parameter smooth martingales on the Wiener space (Q2508632) (← links)
• Some remarks on the martingales satisfying the structure equation \([X,X]_t= t+\int_0^t \beta X_s- dX_s\) (Q2725597) (← links)
• Applications of the Quadratic Covariation Differentiation Theory: Variants of the Clark-Ocone and Stroock's Formulas (Q3114575) (← links)
• (Q3715970) (← links)
• (Q3753200) (← links)
• Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths (Q6635708) (← links)