AbstractIn 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
Abstract. We study continuous additive functionals of zero quadratic variation of strong Markov cont...
Preprint enviat per a la seva publicació en una revista científica: The Annals of Probability, 1984,...
AbstractThe well-known Doob-Meyer decomposition of a supermartingale as the difference of a martinga...
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...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded ...
AbstractWe consider a broad class of continuous martingales whose local modulus of continuity is in ...
AbstractIt has been known that any L log+L-integrable two-parameter martingale M possesses a quadrat...
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={...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. Burkholder's...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
AbstractWe introduce a class of two-parameter processes which are diffusions on each coordinate and ...
Abstract. We study continuous additive functionals of zero quadratic variation of strong Markov cont...
Preprint enviat per a la seva publicació en una revista científica: The Annals of Probability, 1984,...
AbstractThe well-known Doob-Meyer decomposition of a supermartingale as the difference of a martinga...
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...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded ...
AbstractWe consider a broad class of continuous martingales whose local modulus of continuity is in ...
AbstractIt has been known that any L log+L-integrable two-parameter martingale M possesses a quadrat...
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={...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. Burkholder's...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
AbstractWe introduce a class of two-parameter processes which are diffusions on each coordinate and ...
Abstract. We study continuous additive functionals of zero quadratic variation of strong Markov cont...
Preprint enviat per a la seva publicació en una revista científica: The Annals of Probability, 1984,...
AbstractThe well-known Doob-Meyer decomposition of a supermartingale as the difference of a martinga...