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Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space - MaRDI portal

Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space (Q675812)

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scientific article; zbMATH DE number 989767
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Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space
scientific article; zbMATH DE number 989767

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    Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space (English)
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    12 October 1997
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    Let \(M\) be a two-parameter smooth martingale, \(\sum^n_{i,j=1} M(\Delta_{i j})^2\) be its discrete quadratic variations and \(\langle M\rangle\) be its quadratic variation process. This paper proves these processes to have quasi-sure versions and the process \(\langle M\rangle\) can be the limit of \(\sum^n_{i,j=1} M(\Delta_{ij})^2\) except on a slim set.
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    two-parameter smooth martingale
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    quadratic variation process
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