Variations quadratiques et inégalités pour les martingales a deux indices

DOI10.1080/17442508508833348zbMath0559.60047OpenAlexW2002031219WikidataQ126243685 ScholiaQ126243685MaRDI QIDQ5185794

David Nualart

Publication date: 1985

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2445/151403

zbMATH Keywords

inequalitiestwo-parameter continuous martingaleproperties of the quadratic variation

Mathematics Subject Classification ID

Random fields (60G60) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Related Items (6)

r-variations for two-parameter continuous martingales and Itô's formula ⋮ Exponential inequalities for two-parameter 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 note on the localization of two-parameter processes

Cites Work

• On the quadratic variation of two-parameter continuous martingales
• Stochastic integrals in the plane
• Predictable and dual predictable projections of two-parameter stochastic processes
• [https://portal.mardi4nfdi.de/wiki/Publication:4148564 R�gions d'arr�t, localisations et prolongements de martingales]
• Unnamed Item

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