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http://hdl.handle.net/2445/151319| Title: | On the quadratic variation of two-parameter continuous martingales |
| Author: | Nualart, David, 1951- |
| Keywords: | Martingales (Matemàtica) Universitat de Barcelona. Institut de Matemàtica |
| Issue Date: | 1982 |
| Publisher: | Universitat de Barcelona |
| Series/Report no: | Mathematics Preprint Series; 12 |
| Abstract: | Let M={M(z),z∈[0,1]2} be a two-parameter square integrable continuous martingale. We prove the sample continuity of the quadratic variation of M using an Ito's differentiation formula for M2. |
| Note: | Preprint enviat per a la seva publicació en una revista científica: The Annals of Probability, 1984, volume 12, Num. 2, pp. 445-457. [https://projecteuclid.org/euclid.aop/1176993300] |
| Note: | Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 31.11] |
| URI: | http://hdl.handle.net/2445/151319 |
| Appears in Collections: | Preprints de Matemàtiques - Mathematics Preprint Series |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| MPS_N012.pdf | 711.86 kB | Adobe PDF | View/Open |
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