Quasi–sure Product Variation of Two-parameter Smooth Martingales on the Wiener Space
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10114-005-0661-y.pdf
Reference25 articles.
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3. Chevalier, L., Martingales continuous à deux paramèter. Bull. Sci. Math., 106, 19–62 (1982)
4. Nualart, D.: On the quadratic variation of two-parameter continuous martingales. Ann. Probab., 12, 445–456 (1984)
5. Malliavin, P., Nualurt, D.: Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space. J. Funct. Anal., 112, 287–317 (1993)
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