Add to ORKGPreprint 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]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
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
The quadratic variation of functionals of the two-parameter Wiener process of the form f(W(s, t)) is...
We derive quadratic variation inequalities for discrete-time martingales, sub- and supermartingales ...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176993300.Let M={...
AbstractIn this paper we study the relation between different quadratic variations associated with a...
In this paper we study the relation between different quadratic variations associated with a two-par...
In this paper we establish an exponential estimate for the tail prob-ability of the supremum of a tw...
AbstractIt has been known that any L log+L-integrable two-parameter martingale M possesses a quadrat...
Abstract. In this paper, we present two related results. First, we shall obtain a sufficient conditi...
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded ...
Preprint enviat per a la seva publicació en una revista científica: Annales de l'I.H.P. Probabilité...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
Preprint enviat per a la seva publicació en una revista científica: Stochastic, 1985, volume 15, num...
Let for each ∈ℕ be an ℝ-valued locally square integrable martingale w.r.t. a filtration (ℱ(),∈ℝ+) (p...
The quadratic variation of functionals of the two-parameter Wiener process of the form f (W(s, t)) i...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
The quadratic variation of functionals of the two-parameter Wiener process of the form f(W(s, t)) is...
We derive quadratic variation inequalities for discrete-time martingales, sub- and supermartingales ...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176993300.Let M={...
AbstractIn this paper we study the relation between different quadratic variations associated with a...
In this paper we study the relation between different quadratic variations associated with a two-par...
In this paper we establish an exponential estimate for the tail prob-ability of the supremum of a tw...
AbstractIt has been known that any L log+L-integrable two-parameter martingale M possesses a quadrat...
Abstract. In this paper, we present two related results. First, we shall obtain a sufficient conditi...
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded ...
Preprint enviat per a la seva publicació en una revista científica: Annales de l'I.H.P. Probabilité...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
Preprint enviat per a la seva publicació en una revista científica: Stochastic, 1985, volume 15, num...
Let for each ∈ℕ be an ℝ-valued locally square integrable martingale w.r.t. a filtration (ℱ(),∈ℝ+) (p...
The quadratic variation of functionals of the two-parameter Wiener process of the form f (W(s, t)) i...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
The quadratic variation of functionals of the two-parameter Wiener process of the form f(W(s, t)) is...
We derive quadratic variation inequalities for discrete-time martingales, sub- and supermartingales ...