On the quadratic variation of two-parameter continuous martingales

Nualart, David

Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/151319

Full metadata record

DC Field	Value	Language
dc.contributor.author	Nualart, David, 1951-	-
dc.date.accessioned	2020-02-27T13:00:28Z	-
dc.date.available	2020-02-27T13:00:28Z	-
dc.date.issued	1982	-
dc.identifier.uri	http://hdl.handle.net/2445/151319	-
dc.description	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]	ca
dc.description.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.	ca
dc.format.extent	26 p.	-
dc.format.mimetype	application/pdf	-
dc.language.iso	eng	ca
dc.publisher	Universitat de Barcelona	ca
dc.relation.isformatof	Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 31.11]	-
dc.relation.ispartofseries	Mathematics Preprint Series; 12	ca
dc.rights	(c) Nualart, David, 1982	-
dc.source	Preprints de Matemàtiques - Mathematics Preprint Series	-
dc.subject.classification	Martingales (Matemàtica)	-
dc.subject.other	Universitat de Barcelona. Institut de Matemàtica	-
dc.title	On the quadratic variation of two-parameter continuous martingales	ca
dc.type	info:eu-repo/semantics/article	ca
dc.type	info:eu-repo/semantics/submittedVersion	-
dc.identifier.dl	DL B 41069-1982	-
dc.rights.accessRights	info:eu-repo/semantics/openAccess	ca
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

Show simple item record