Nualart, David, 1951-2020-02-282020-02-281983https://hdl.handle.net/2445/151402Preprint 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]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.35 p.application/pdfeng(c) Nualart, David, 1993Martingales (Matemàtica)Universitat de Barcelona. Institut de Matemàticainfo:eu-repo/semantics/articleDL B 37492-1983info:eu-repo/semantics/openAccess