On the quadratic variation of two-parameter continuous martingales

DOI10.1214/aop/1176993300zbMath0538.60049OpenAlexW2118099679MaRDI QIDQ793438

David Nualart

Publication date: 1984

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993300

zbMATH Keywords

sample continuitytwo-parameter Itô formula

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Sample path properties (60G17)

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