On the Quadratic Variation of Two-Parameter Continuous Martingales
نویسندگان
چکیده
منابع مشابه
On Representation and Regularity of Continuous Parameter Multivalued Martingales
In this paper we study multivalued martingales in continuous time. First we show that every multivalued martingale in continuous time can be represented as the closure of a sequence of martingale selections. Then we prove two results concerning the cadlag modifications of continuous time multivalued martingales, in Kuratowski-Mosco convergence and in convergence in the Hausdorff metric respecti...
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© Springer-Verlag, Berlin Heidelberg New York, 1976, tous droits réservés. L’accès aux archives du séminaire de probabilités (Strasbourg) (http://portail. mathdoc.fr/SemProba/) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/legal.php). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impressio...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1984
ISSN: 0091-1798
DOI: 10.1214/aop/1176993300