Une formule d'Itô pour les martingales continues a deux indices et quelques apllications

Nualart, David

Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/151402

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DC Field	Value	Language
dc.contributor.author	Nualart, David, 1951-	-
dc.date.accessioned	2020-02-28T11:37:17Z	-
dc.date.available	2020-02-28T11:37:17Z	-
dc.date.issued	1983	-
dc.identifier.uri	http://hdl.handle.net/2445/151402	-
dc.description	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]	ca
dc.description.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.	ca
dc.format.extent	35 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 31.12]	-
dc.relation.ispartofseries	Mathematics Preprint Series; 15	ca
dc.rights	(c) Nualart, David, 1993	-
dc.source	Preprints de Matemàtiques - Mathematics Preprint Series	-
dc.subject.classification	Martingales (Matemàtica)	-
dc.subject.other	Universitat de Barcelona. Institut de Matemàtica	-
dc.title	Une formule d'Itô pour les martingales continues a deux indices et quelques apllications	ca
dc.type	info:eu-repo/semantics/article	ca
dc.type	info:eu-repo/semantics/submittedVersion	-
dc.identifier.dl	DL B 37492-1983	-
dc.rights.accessRights	info:eu-repo/semantics/openAccess	ca
Appears in Collections:	Preprints de Matemàtiques - Mathematics Preprint Series

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