@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] (1981) Semimartingales à deux indices. Séminaire de probabilités XVI. Lecture Notes in Math. 920, 355-369. Springer, Berlin. | Numdam | MR 658697 | Zbl 0478.60053
[2] (1981). Stochastic integration and Lp-theory of semi-martingales. Ann. Probability 9, 49-89. | MR 606798 | Zbl 0458.60057
[3] , (1975). Stochastic integrals in the plane. Acta Math. 134, 111-183. | MR 420845 | Zbl 0334.60026
[4] , (1980). Probabilités et potentiel. Ch. V-VIII. Hermann, Paris. | MR 566768 | Zbl 0464.60001
[5] (1982). Quasimartingale und stochastische Integratoren mit halbgeordneten Indexmengen. Dissertation, ETH Zürich. | Zbl 0523.60042
[6] (1987). A class of two-parameter stochastic integrators. Preprint, Univ. München. | MR 1008229
[7] (1988). Two-parameter martingales and their quadratic variation. Lecture Notes in Math. 1308. Springer, Berlin. | MR 947545 | Zbl 0656.60056
[8] (1988). On inequalities for two-parameter martingales. Preprint, Univ. München. | MR 947545
[9] (1979). Processus stochastiques à indices partiellement ordonnés. Rapport interne 55. Ecole Polytechnique, Palaiseau.
[10] (1984). On some properties of discontinuous two-parameter martingales. Theor. Probability and Math. Statist. 29, 87-100. | MR 727109
[11] (1985). A generalized Ito formula for two-parameter martingales . I. Theor. Probability and Math. Statist. 30, 114-127. | MR 800837 | Zbl 0587.60038
[12] (1984). On the quadratic variation of two-parameter continuous martingales. Ann. Probability 12, 445-457. | MR 735848 | Zbl 0538.60049
[13] (1984). 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