@article{SPS_1989__23__536_0, author = {Imkeller, Peter}, title = {Regularity and integrator properties of variation processes of two-parameter martingales with jumps}, journal = {S\'eminaire de probabilit\'es de Strasbourg}, volume = {23}, year = {1989}, pages = {536-565}, mrnumber = {1022937}, zbl = {0731.60044}, language = {fr}, url = {http://dml.mathdoc.fr/item/SPS_1989__23__536_0} }
Imkeller, Peter. Regularity and integrator properties of variation processes of two-parameter martingales with jumps. Séminaire de probabilités de Strasbourg, Tome 23 (1989) pp. 536-565. http://gdmltest.u-ga.fr/item/SPS_1989__23__536_0/
[1] Semimartingales à deux indices. Séminaire de probabilités XVI. Lecture Notes in Math. 920, 355-369. Springer, Berlin. | Numdam | MR 658697 | Zbl 0478.60053
(1981)[2] Stochastic integration and Lp-theory of semi-martingales. Ann. Probability 9, 49-89. | MR 606798 | Zbl 0458.60057
(1981).[3] Stochastic integrals in the plane. Acta Math. 134, 111-183. | MR 420845 | Zbl 0334.60026
, (1975).[4] Probabilités et potentiel. Ch. V-VIII. Hermann, Paris. | MR 566768 | Zbl 0464.60001
, (1980).[5] Quasimartingale und stochastische Integratoren mit halbgeordneten Indexmengen. Dissertation, ETH Zürich. | Zbl 0523.60042
(1982).[6] A class of two-parameter stochastic integrators. Preprint, Univ. München. | MR 1008229
(1987).[7] Two-parameter martingales and their quadratic variation. Lecture Notes in Math. 1308. Springer, Berlin. | MR 947545 | Zbl 0656.60056
(1988).[8] On inequalities for two-parameter martingales. Preprint, Univ. München. | MR 947545
(1988).[9] Processus stochastiques à indices partiellement ordonnés. Rapport interne 55. Ecole Polytechnique, Palaiseau.
(1979).[10] On some properties of discontinuous two-parameter martingales. Theor. Probability and Math. Statist. 29, 87-100. | MR 727109
(1984).[11] A generalized Ito formula for two-parameter martingales . I. Theor. Probability and Math. Statist. 30, 114-127. | MR 800837 | Zbl 0587.60038
(1985).[12] On the quadratic variation of two-parameter continuous martingales. Ann. Probability 12, 445-457. | MR 735848 | Zbl 0538.60049
(1984).[13]Une formule d'Ito pour les martingales continues à deux indices et quelques applications. Ann. Inst. Henri Poincaré 20, 251-275. | Numdam | MR 762858 | Zbl 0543.60062
(1984).