A property of two-parameter martingales with path-independent variation

DOI10.1016/0304-4149(87)90026-3zbMath0617.60044OpenAlexW2001454083MaRDI QIDQ1822134

Frederic Utzet, David Nualart

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90026-3

zbMATH Keywords

two-parameter martingalesquadratic variationspath-independent variation

Mathematics Subject Classification ID

Random fields (60G60) Martingales with continuous parameter (60G44)

Cites Work

• On the quadratic variation of two-parameter continuous martingales
• Une formule d'Itô pour les martingales continues à deux indices et quelques applications
• Different kinds of two-parameter martingales
• Calcul stochastique et inégalités de norme pour les martingales bi-browniennes. Application aux fonctions bi-harmoniques
• Some classes of two-parameter martingales
• Stochastic integrals in the plane
• [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales]
• [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
• A Singular Stochastic Integral Equation
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A property of two-parameter martingales with path-independent variation