Quadratic variation for a class of L lo\(g^ +\,L\)-bounded two-parameter martingales

DOI10.1214/aop/1176992083zbMath0631.60048OpenAlexW2076644436MaRDI QIDQ1094751

Peter Imkeller, Nikolaos E. Frangos

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1214/aop/1176992083

zbMATH Keywords

quadratic variationtwo-parameter martingalequasi-left continuitytwo-parameter Burkholder- type inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07)

Related Items (6)

Some maximal lnequalities with respect to two-parameter dyadic derivative and cesàro summability ⋮ APPLICATIONS OF MULTI-PARAMETER MARTINGALES IN FOURIER ANALYSIS ⋮ The continuity of the quadratic variation of two-parameter martingales ⋮ The boundedness of the two-parameter Sunouchi operators on Hardy spaces ⋮ Two-dimensional martingale transforms and their applications in summability of Walsh-Fourier series ⋮ The maximal \((C,\alpha,\beta)\) operator of two-parameter Walsh-Fourier series

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