In this paper we give the local time for some continuous two-parameter martingales with respect to the quadratic variation $\langle M\rangle$ and we study some of their sample path properties.
Publié le : 1988-04-14
Classification:
Local time,
two-parameter martingales,
quadratic variation,
60H99
@article{1176991787,
author = {Sanz, Marta},
title = {Local Time for Two-Parameter Continuous Martingales with Respect to the Quadratic Variation},
journal = {Ann. Probab.},
volume = {16},
number = {4},
year = {1988},
pages = { 778-792},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991787}
}
Sanz, Marta. Local Time for Two-Parameter Continuous Martingales with Respect to the Quadratic Variation. Ann. Probab., Tome 16 (1988) no. 4, pp. 778-792. http://gdmltest.u-ga.fr/item/1176991787/