On the Relations between Increasing Functions Associated with Two-Parameter Continuous Martingales,

Abstract

Let M be a two-parameter continuous martingale bounded in L squared and null on the axes. The positive submartingale M squared has has a Doob-Meyer decomposition. The purpose of this paper is to relate the measures induced by certain quadratic variations in terms of the absolute continuity property. Since we are dealing with random measures, different definitions are possible. Keywords: Convergence; Theorems; One dimensional; Stochastic processes.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1987
Accession Number
ADA185572

Entities

People

  • D. Nualart
  • M. Sanz
  • M. Zakai

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Brownian Motion
  • Classification
  • Continuity
  • Decomposition
  • Distribution Functions
  • Electrical Engineering
  • Identities
  • Inequalities
  • North Carolina
  • Probability
  • Security
  • Sequences
  • Statistics
  • Step Functions
  • Stochastic Processes
  • Two Dimensional
  • Universities

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.