Results 151 to 160 of about 2,001,462 (190)

The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. I

1991
Let \(M=(M_ t)_{t\in\mathbb{R}^ 2_ +}\) be a right continuous, two- parameter strong martingale such that \(\mathbb{E}\sup_{s\leq t}M_ ...
Gushchin, A. A., Mishura, Yu. S.
openaire   +3 more sources

A generalized Itô formula for two-parameter martingales. II

1986
This article is a continuation of the previous work of the author on the same subject [ibid. 30, 114-127 (1984; Zbl 0563.60047); English translation in Theory Probab. Math. Stat. 30, 127-142 (1985)]. The present paper is devoted to establish a change of variable formula for two-parameter martingales which can be decomposed into four orthogonal ...
openaire   +2 more sources

Martingale transforms and fractional integrals on rearrangement-invariant martingale Hardy spaces

Periodica Mathematica Hungarica, 2020
Kwok-Pun Ho, Ho Kwok-Pun
exaly  

Ito's formula for two-parameter stochastic integrals with respect to martingale measures

, 1984
Y. Mishura
semanticscholar   +1 more source

The maximal (C, α, β) operator of two-parameter walsh-fourier series

, 2000
F. Weisz
semanticscholar   +1 more source

On the itô formula for two-parameter martingales

2005
Nikos Frangos, David Nualart, Marta Sanz-Solé   +2 more
openaire   +1 more source

Some maximal lnequalities with respect to two-parameter dyadic derivative and cesàro summability

, 1996
F. Weisz
semanticscholar   +1 more source

A class of two-parameter stochastic integrators

, 1989
P. Imkeller
semanticscholar   +1 more source

The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets

Mathematical Finance, 2000
Marco Frittelli
exaly  

Doob's inequality, Burkholder-Gundy inequality and martingale transforms on martingale Morrey spaces

Acta Mathematica Scientia, 2018
Kwok-Pun Ho
exaly