Quasi Sure quadratic variations of two parameter smooth martingales on the Wiener space
نویسندگان
چکیده
منابع مشابه
Quadratic Variation of Functionals of Two-Parameter Wiener Process
Let [W(s, t): (s, t) E R+7, R+2 = [0, co) x [0, co), be the standard twoparameter Wiener process defined on a complete probability space (Q, F, P), i.e., a Gaussian stochastic process with EW(s, t) = 0 and EW(s, t) W(s’, t’) = Min(s, s’) Min(t, t’). We shall also assume, as we may do without restricting the generality, that W(s, t; UJ) is sample path continuous, i.e., for each w, W(.; U) is a c...
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ژورنال
عنوان ژورنال: Kyoto Journal of Mathematics
سال: 1996
ISSN: 2156-2261
DOI: 10.1215/kjm/1250518512