Une formule d'Itô pour les martingales continues à deux indices et quelques applications

zbMath0543.60062MaRDI QIDQ796177

David Nualart

Publication date: 1984

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1984__20_3_251_0

zbMATH Keywords

continuity and regularity of the local timeItô differentiation formulamartingales inequalitiesmaximal inequality for stochastic integralstwo-parameter continuous martingales

Mathematics Subject Classification ID

Random fields (60G60) Stochastic integrals (60H05) Random measures (60G57)

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