Representation of Martingales, Quadratic Variation and Applications
- 1 November 1971
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 9 (4) , 621-633
- https://doi.org/10.1137/0309044
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
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- Sample quadratic variation of sample continuous, second order martingalesProbability Theory and Related Fields, 1966
- The oscillation of stochastic integralsProbability Theory and Related Fields, 1965
- Quasi-martingalesTransactions of the American Mathematical Society, 1965
- A decomposition theorem for supermartingalesIllinois Journal of Mathematics, 1962
- On a Formula Concerning Stochastic DifferentialsNagoya Mathematical Journal, 1951