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
AbstractWe consider a broad class of continuous martingales whose local modulus of continuity is in ...
AbstractWe introduce a class of two-parameter processes which are diffusions on each coordinate and ...
The model determines a stochastic continuous process as continuous limit of a stochastic discrete pr...
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded ...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. Burkholder's...
We prove that the class mc4 of continuous martingales with parameter set [0, 1] 2, bounded in L4, is...
AbstractIn this paper we study the relation between different quadratic variations associated with a...
AbstractSome known inequalities concerning p-variations and conditional p-variations for discrete pa...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
AbstractLet M = {Mz, z ϵ R2+} be a two-parameter strong martingale, A be a two-parameter increasing ...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
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...
AbstractWe consider a broad class of continuous martingales whose local modulus of continuity is in ...
AbstractWe introduce a class of two-parameter processes which are diffusions on each coordinate and ...
The model determines a stochastic continuous process as continuous limit of a stochastic discrete pr...
AbstractDifferent kinds of variations associated with a continuous two-parameter martingale bounded ...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. Burkholder's...
We prove that the class mc4 of continuous martingales with parameter set [0, 1] 2, bounded in L4, is...
AbstractIn this paper we study the relation between different quadratic variations associated with a...
AbstractSome known inequalities concerning p-variations and conditional p-variations for discrete pa...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
AbstractLet M = {Mz, z ϵ R2+} be a two-parameter strong martingale, A be a two-parameter increasing ...
AbstractLet M be a continuous two-parameter L4-martingale, vanishing on the axes, and f a C-function...
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self...
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...
AbstractWe consider a broad class of continuous martingales whose local modulus of continuity is in ...
AbstractWe introduce a class of two-parameter processes which are diffusions on each coordinate and ...
The model determines a stochastic continuous process as continuous limit of a stochastic discrete pr...
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