Local time for two-parameter continuous martingales with respect to the quadratic variation

DOI10.1214/aop/1176991787zbMath0645.60066OpenAlexW2036522488MaRDI QIDQ1103272

Marta Sanz-Solé

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1214/aop/1176991787

zbMATH Keywords

Brownian sheetquadratic variationmodules of continuitylocal time for two-parameter continuous martingalesoccupation density formula

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Sample path properties (60G17) Local time and additive functionals (60J55) Stochastic analysis (60H99)

Related Items (2)

On the relations between increasing functions associated with two- parameter continuous martingales ⋮ Local time for processes indexed by a partially ordered set

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