scientific article

zbMath0493.60055MaRDI QIDQ3956170

Lucien Chevalier

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

two-parameter martingaleslocal martingalesIto's formulaBurkholder's inequalitiesbi- Brownian motion

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (13)

Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane ⋮ A stochastic calculus for continuous N-parameter strong martingales ⋮ The continuity of the quadratic variation of two-parameter martingales ⋮ r-variations for two-parameter continuous martingales and Itô's formula ⋮ Two parameter smooth martingales on the Wiener space ⋮ Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane ⋮ The transformation theorem for two-parameter pure jump martingales ⋮ On the relations between increasing functions associated with two- parameter continuous martingales ⋮ Unnamed Item ⋮ Quasi-sure product variation of two-parameter smooth martingales on the Wiener space ⋮ A property of two-parameter martingales with path-independent variation ⋮ Uniqueness theorem of solutions for stochastic differential equation in the plane ⋮ A note on the localization of two-parameter processes

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