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http://hdl.handle.net/2445/151402| Title: | Une formule d'Itô pour les martingales continues a deux indices et quelques apllications |
| Author: | Nualart, David, 1951- |
| Keywords: | Martingales (Matemàtica) Universitat de Barcelona. Institut de Matemàtica |
| Issue Date: | 1983 |
| Publisher: | Universitat de Barcelona |
| Series/Report no: | Mathematics Preprint Series; 15 |
| Abstract: | An Itô differentiation formula is proved for arbitrary two-parameter continuous martingales. As an application we deduce the existence and continuity of the local time of these martingales with respect to a particular random measure. Finally we obtain a maximal inequality for stochastic integráis in one coordínate. |
| Note: | Preprint enviat per a la seva publicació en una revista científica: Annales de l'I.H.P. Probabilités et statistiques, Volume 20 (1984) no. 3, p. 251-275 [http://www.numdam.org/item/?id=AIHPB_1984__20_3_251_0] |
| Note: | Reproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 31.12] |
| URI: | http://hdl.handle.net/2445/151402 |
| Appears in Collections: | Preprints de Matemàtiques - Mathematics Preprint Series |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| MPS_N015.pdf | 869.58 kB | Adobe PDF | View/Open |
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