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On the Quadratic Variation of Two-Parameter Continuous Martingales
| dc.contributor.author | Nualart, David | |
| dc.date.accessioned | 2015-03-12T16:41:28Z | |
| dc.date.available | 2015-03-12T16:41:28Z | |
| dc.date.issued | 1984-02-02 | |
| dc.identifier.citation | Nualart, D. On the Quadratic Variation of Two-Parameter Continuous Martingales. Ann. Probab. 12 (1984), no. 2, 445--457. http://dx.doi.org/10.1214/aop/1176993300. | en_US |
| dc.identifier.uri | http://hdl.handle.net/1808/17067 | |
| dc.description | This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176993300. | en_US |
| dc.description.abstract | 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. | en_US |
| dc.publisher | Institute of Mathematical Statistics (IMS) | en_US |
| dc.subject | Two-parameter martingales | en_US |
| dc.subject | quadratic variation | en_US |
| dc.title | On the Quadratic Variation of Two-Parameter Continuous Martingales | en_US |
| dc.type | Article | |
| kusw.kuauthor | Nualart, David | |
| kusw.kudepartment | Mathematics | en_US |
| dc.identifier.doi | 10.1214/aop/1176993300 | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess |
