Gaussian quasimartingales

DOI10.1007/BF00531739zbMath0458.60042OpenAlexW4240131039MaRDI QIDQ3908252

Naresh C. Jain, Ditlev Monrad

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00531739

zbMATH Keywords

bounded variationquasimartingalessample path decomposition

Mathematics Subject Classification ID

Gaussian processes (60G15) Generalizations of martingales (60G48) Sample path properties (60G17)

Related Items (11)

On infinitely divisible semimartingales ⋮ Wiener integrals, Malliavin calculus and covariance measure structure ⋮ On stable processes of bounded variation ⋮ Itô's formula for Gaussian processes with stochastic discontinuities ⋮ On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes ⋮ Partial functional quantization and generalized bridges ⋮ Path and semimartingale properties of chaos processes ⋮ Semimartingales gaussiennes — application au probleme de l'innovation ⋮ Representation of Gaussian semimartingales with applications to the covariance function ⋮ Gaussian moving averages, semimartingales and option pricing. ⋮ Forward and backward semimartingale models for gaussian processes with stationary increments

Cites Work

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• On some continuity and differentiability properties of paths of Gaussian processes
• On the convergence of sums of independent Banach space valued random variables
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• Some zero-one laws for Gaussian processes
• Properties of Sample Functions for Stochastic Processes and Embedding Theorems
• On the Oscillation Functions of Gaussian Processes.

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