Quasi sure quadratic variation of smooth martingales

DOI10.1215/kjm/1250519068zbMath0804.60047OpenAlexW1501033630MaRDI QIDQ1332787

Jiangang Ren

Publication date: 13 October 1994

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250519068

zbMATH Keywords

quadratic variation process of a smooth martingaletwo-parameter strong smooth martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (6)

Quasi-sure \(p\)-variation of fractional Brownian motion ⋮ Two parameter smooth martingales on the Wiener space ⋮ Quasi sure quadratic variation of local times of smooth semimartingales. ⋮ Quasi sure analysis of local times of anticipating smooth semimartingales ⋮ On the quasi-everywhere regularity of the local time of one-dimensional diffusion process in Besov space ⋮ Quasi-sure product variation of two-parameter smooth martingales on the Wiener space

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