DOIAbstract
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded in L4 are studied. As an application a “compact” Itô formula and a version of a two-parameter Tanaka formula are proved
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded in L4 are studied. As an application a “compact” Itô formula and a version of a two-parameter Tanaka formula are proved
Abstract. In this paper, we present two related results. First, we shall obtain a sufficient conditi...
In this paper, the central limit theorem for two-parameter martingale differences andstationary rand...
We establish a local martingale M associate with (X,Y) where X is a sufficiently nice Markov process...
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded ...
AbstractIn this paper we study the relation between different quadratic variations associated with a...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
In this paper we study the relation between different quadratic variations associated with a two-par...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176993300.Let M={...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. By extending...
Preprint enviat per a la seva publicació en una revista científica: The Annals of Probability, 1984,...
AbstractSome known inequalities concerning p-variations and conditional p-variations for discrete pa...
Some known inequalities concerning p-variations and conditional p-variations for discrete parameter ...
In this paper we establish an exponential estimate for the tail prob-ability of the supremum of a tw...
Preprint enviat per a la seva publicació en una revista científica: Annales de l'I.H.P. Probabilité...
Abstract. In this paper, we present two related results. First, we shall obtain a sufficient conditi...
In this paper, the central limit theorem for two-parameter martingale differences andstationary rand...
We establish a local martingale M associate with (X,Y) where X is a sufficiently nice Markov process...
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded ...
AbstractIn this paper we study the relation between different quadratic variations associated with a...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
In this paper we study the relation between different quadratic variations associated with a two-par...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176993300.Let M={...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. By extending...
Preprint enviat per a la seva publicació en una revista científica: The Annals of Probability, 1984,...
AbstractSome known inequalities concerning p-variations and conditional p-variations for discrete pa...
Some known inequalities concerning p-variations and conditional p-variations for discrete parameter ...
In this paper we establish an exponential estimate for the tail prob-ability of the supremum of a tw...
Preprint enviat per a la seva publicació en una revista científica: Annales de l'I.H.P. Probabilité...
Abstract. In this paper, we present two related results. First, we shall obtain a sufficient conditi...
In this paper, the central limit theorem for two-parameter martingale differences andstationary rand...
We establish a local martingale M associate with (X,Y) where X is a sufficiently nice Markov process...
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