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dc.contributor.authorNualart, David
dc.date.accessioned2015-03-12T16:41:28Z
dc.date.available2015-03-12T16:41:28Z
dc.date.issued1984-02-02
dc.identifier.citationNualart, 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.urihttp://hdl.handle.net/1808/17067
dc.descriptionThis is the published version, also available here: http://dx.doi.org/10.1214/aop/1176993300.en_US
dc.description.abstractLet 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.publisherInstitute of Mathematical Statistics (IMS)en_US
dc.subjectTwo-parameter martingalesen_US
dc.subjectquadratic variationen_US
dc.titleOn the Quadratic Variation of Two-Parameter Continuous Martingalesen_US
dc.typeArticle
kusw.kuauthorNualart, David
kusw.kudepartmentMathematicsen_US
kusw.oanotesMust include set publisher statement - (First published in [Publication] in [volume and number, or year], published by the American Mathematical Society) Publisher's version/PDF may be used On open access repositories Non-commercial Eligible UK authors may deposit in OpenDepot.en_US
dc.identifier.doi10.1214/aop/1176993300
kusw.oaversionScholarly/refereed, publisher version
kusw.oapolicyThis item does not meet KU Open Access policy criteria.
dc.rights.accessrightsopenAccess


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