Local times of continuous N-parameter strong martingales

DOI10.1016/0047-259X(86)90038-2zbMath0601.60042OpenAlexW1964746956MaRDI QIDQ1081201

Peter Imkeller

Publication date: 1986

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(86)90038-2

zbMATH Keywords

random measurecontinuity propertiesItô formulaslocal times of continuous N-parameter strong martingalesnon-strong continuous martingalesTanaka-type formulas

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items

Local time for processes indexed by a partially ordered set

Cites Work

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• Stochastic analysis and local times for (N,d)-Wiener process
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications
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• Ito's formula for continuous (N,d)-processes
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• [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]