The continuity of the quadratic variation of two-parameter martingales

DOI10.1016/0304-4149(88)90042-7zbMath0659.60066OpenAlexW2085759483MaRDI QIDQ1112447

Peter Imkeller, Nikolaos E. Frangos

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90042-7

zbMATH Keywords

two-parameter martingalecontinuity of the quadratic variation

Mathematics Subject Classification ID

Random fields (60G60) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07)

Cites Work

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• On the quadratic variation of two-parameter continuous martingales
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications
• Quadratic variation for a class of L lo\(g^ +\,L\)-bounded two-parameter martingales
• Stochastic integrals in the plane
• Extrapolation and interpolation of quasi-linear operators on martingales
• On the general theory of random fields on the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:3852895 Sur la r�gularit� des trajectoires des Martingales � deux indices]
• On regularity of multiparameter amarts and martingales

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