On the quadratic variation process of a continuous Martingale

Karandikar, Rajeeva L.

Illinois J. Math., Tome 27 (1983) no. 4, p. 178-181 / Harvested from Project Euclid

Résumé

In this article we give a simple proof of the existence of the quadratic variation process of a continuous local martingale by providing an explicit expression for it.

Publié le : 1983-06-15
Classification: 60G44

@article{1256046490,
     author = {Karandikar, Rajeeva L.},
     title = {On the quadratic variation process of a continuous Martingale},
     journal = {Illinois J. Math.},
     volume = {27},
     number = {4},
     year = {1983},
     pages = { 178-181},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1256046490}
}

Karandikar, Rajeeva L. On the quadratic variation process of a continuous Martingale. Illinois J. Math., Tome 27 (1983) no. 4, pp.  178-181. http://gdmltest.u-ga.fr/item/1256046490/