Local Time for Two-Parameter Continuous Martingales with Respect to the Quadratic Variation
نویسندگان
چکیده
منابع مشابه
Continuous Martingales and Local Martingales
Throughout these notes, (Ω,F ,P ) will be a probability space and F := {Ft }t∈J a filtration indexed by J , where J is an interval, usually J = [0,∞). The filtration F is said to be complete if each Ft contains all sets of measure 0, and is right-continuous if Ft =∩s>t Fs . A standard filtration is a filtration that is both complete and right-continuous. A stochastic process {X t }t≥0 defined o...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1988
ISSN: 0091-1798
DOI: 10.1214/aop/1176991787