Results 141 to 150 of about 417 (168)
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Planar seminartingales obtained by transformations of two-parameter martingales
1989In this paper we study the weak local submartingale property and the quasimartingale property of processes obtained by the composition of a two-parameter continuous martingale by c2-functions whose second derivative is convex.
Nguyen Minh Duc, D. Nualart, M. Sanz
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Weak atomic decomposition of B-valued martingales with two-parameters
Acta Mathematica Hungarica, 2010\textit{R. Cheng} and \textit{G. Shixin} [Acta Math. Hung. 93, No.~1--2, 7--25 (2001; Zbl 1012.60048)] obtained atomic decompositions for B-valued martingales in the two-parameter case. In this paper, the authors define some weak atoms and prove atomic decomposition theorems in weak Hardy spaces.
Li, Y. F., Liu, P. D.
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The transformation theorem for two-parameter pure jump martingales
Probability Theory and Related Fields, 1991Let M be a martingale of pure jump type, i.e. the compensation of the process describing the total of the point jumps of M in the plane. M can be uniformly approximated by martingales of bounded variation jumping only on finitely many axial parallel lines.
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Proof of existence theorems for the two-parameter martingale problem
Siberian Mathematical Journal, 1995Following \textit{D. W. Stroock} and \textit{S. R. S. Varadhan} [Commun. Pure Appl. Math. 22, 345--400 (1969; Zbl 0167.43903)], the author considers existence theorems for two-parameter martingale problem. Briefly, the measure \(P\) is called a solution of martingale problem for \((z_0,x_0,a,b)\) if \(P\{x(z,\cdot)=x_0(z)\), \(z\in\partial I_{z_0}\}=1\)
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Theory of Probability & Its Applications, 2012
The aim of this article is to establish the existence of a good version of a parametrized family of two-parameters martingales given by stochastic integrals. More precisely, the main result roughly states that, given a measurable family \(\mu(0,x,\omega)\) of \(L^2\)-martingales (where \(0\) sums some measurable space, \(x\in (\mathbb{R}_+)^2 ...
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The aim of this article is to establish the existence of a good version of a parametrized family of two-parameters martingales given by stochastic integrals. More precisely, the main result roughly states that, given a measurable family \(\mu(0,x,\omega)\) of \(L^2\)-martingales (where \(0\) sums some measurable space, \(x\in (\mathbb{R}_+)^2 ...
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ON THE RATES OF CONVERGENCE IN THE CENTRAL LIMIT THEOREM FOR TWO-PARAMETER MARTINGALE DIFFERENCES
Acta Mathematica Scientia, 1996Summary: We obtain the uniform bounds on the rate of convergence in the central limit theorem for a class of two-parameter martingale difference sequences under certain conditions.
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Transformation of Local Martingales Under a Change of Law
Annals of Probability, 1974Jan H Van Schuppen
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Risk-minimality and orthogonality of martingales
Stochastic and Stochastics Reports, 1990Martin Schweizer
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Atomic decomposition and interpolation for Hardy spaces of noncommutative martingales
Journal of Functional Analysis, 2010Turdebek Bekjan +2 more
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