Add to ORKGIn this paper we study the relation between different quadratic variations associated with a two-parameter continuous martingale in terms of the "absolute continuity" property. We give an application to the problem of defining a suitable local time for this kind of processes.two-parameter martingales quadratic variation absolute continuity local time
Let for each ∈ℕ be an ℝ-valued locally square integrable martingale w.r.t. a filtration (ℱ(),∈ℝ+) (p...
The well-known Doob-Meyer decomposition of a supermartingale as the difference of a martingale and a...
Let X be a semi-martingale. Techniques of [1] and El Karoui (in [3] and [4]) are used to study the c...
AbstractIn this paper we study the relation between different quadratic variations associated with a...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. By extending...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176993300.Let M={...
Abstract. We study continuous additive functionals of zero quadratic variation of strong Markov cont...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
Abstract. In this paper, we present two related results. First, we shall obtain a sufficient conditi...
Preprint enviat per a la seva publicació en una revista científica: The Annals of Probability, 1984,...
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded ...
A theorem on the weak convergence of a properly normalized multivariate continuous local martingale ...
AbstractThe well-known Doob-Meyer decomposition of a supermartingale as the difference of a martinga...
Itô’s integrated formula for strict local martingales with jumps. Oleksandr Chybiryakov∗ This note p...
We establish a local martingale M associate with (X,Y) where X is a sufficiently nice Markov process...
Let for each ∈ℕ be an ℝ-valued locally square integrable martingale w.r.t. a filtration (ℱ(),∈ℝ+) (p...
The well-known Doob-Meyer decomposition of a supermartingale as the difference of a martingale and a...
Let X be a semi-martingale. Techniques of [1] and El Karoui (in [3] and [4]) are used to study the c...
AbstractIn this paper we study the relation between different quadratic variations associated with a...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. By extending...
This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176993300.Let M={...
Abstract. We study continuous additive functionals of zero quadratic variation of strong Markov cont...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
Abstract. In this paper, we present two related results. First, we shall obtain a sufficient conditi...
Preprint enviat per a la seva publicació en una revista científica: The Annals of Probability, 1984,...
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded ...
A theorem on the weak convergence of a properly normalized multivariate continuous local martingale ...
AbstractThe well-known Doob-Meyer decomposition of a supermartingale as the difference of a martinga...
Itô’s integrated formula for strict local martingales with jumps. Oleksandr Chybiryakov∗ This note p...
We establish a local martingale M associate with (X,Y) where X is a sufficiently nice Markov process...
Let for each ∈ℕ be an ℝ-valued locally square integrable martingale w.r.t. a filtration (ℱ(),∈ℝ+) (p...
The well-known Doob-Meyer decomposition of a supermartingale as the difference of a martingale and a...
Let X be a semi-martingale. Techniques of [1] and El Karoui (in [3] and [4]) are used to study the c...