Please use this identifier to cite or link to this item: http://hdl.handle.net/2445/151402
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dc.contributor.authorNualart, David, 1951--
dc.date.accessioned2020-02-28T11:37:17Z-
dc.date.available2020-02-28T11:37:17Z-
dc.date.issued1983-
dc.identifier.urihttp://hdl.handle.net/2445/151402-
dc.descriptionPreprint 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.abstractAn 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.extent35 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isoengca
dc.publisherUniversitat de Barcelonaca
dc.relation.isformatofReproducció digital del document original en paper [CRAI Biblioteca de Matemàtiques i Informàtica - Dipòsit Departament CAIXA 31.12]-
dc.relation.ispartofseriesMathematics Preprint Series; 15ca
dc.rights(c) Nualart, David, 1993-
dc.subject.classificationMartingales (Matemàtica)-
dc.subject.otherUniversitat de Barcelona. Institut de Matemàtica-
dc.titleUne formule d'Itô pour les martingales continues a deux indices et quelques apllicationsca
dc.typeinfo:eu-repo/semantics/articleca
dc.typeinfo:eu-repo/semantics/submittedVersion-
dc.identifier.dlDL B 37492-1983-
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca
Appears in Collections:Preprints de Matemàtiques - Mathematics Preprint Series

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