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1982

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

On the quadratic variation of two-parameter continuous martingales

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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.

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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]

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Martingales (Matemàtica)

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Universitat de Barcelona. Institut de Matemàtica

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Preprints de Matemàtiques - Mathematics Preprint Series

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NUALART, David. On the quadratic variation of two-parameter continuous martingales. [consulted: 10 of June of 2026]. Available at: https://hdl.handle.net/2445/151319

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