Results 151 to 160 of about 17,630 (184)

On Parameter-Measurability of the Stochastic Integral with Respect to the Two-Parameter Strong Martingale

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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ON THE RATES OF CONVERGENCE IN THE CENTRAL LIMIT THEOREM FOR TWO-PARAMETER MARTINGALE DIFFERENCES

Acta Mathematica Scientia, 1996
Summary: 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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Inequalities and duality results with respect to two-parameter strong martingales

Analysis Mathematica, 1997
The author introduces the spaces \(\text{BMO}_q\) and \(\text{BMO}^-_q\) for two parameter strong martingales. The operator \(\sigma\) called the conditional quadratic variation with respect to \((\mathcal F^-_n =\mathcal F_{n_1,n_2-1} \lor \mathcal F_{n_1-1,n_2}\); \(n=(n_1,n_2)\in {\mathbb N}^2)\) is used. Besides the martingale Hardy spaces \(H^*_p\)
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Conformable Fractional Martingales and Some Convergence Theorems

Mathematics, 2022
Ma'Mon Abu Hammad, Ma'Mon Abu Hammad
exaly  

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.
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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 ...
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On Azuma-Type Inequalities for Banach Space-Valued Martingales

Journal of Theoretical Probability, 2021
Sijie Luo
exaly  

On the itô formula for two-parameter martingales

2005
Nikos Frangos, David Nualart, Marta Sanz-Solé   +2 more
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Weak Martingales and Stochastic Integrals in the Plane

Annals of Probability, 1976
Moshe Zakai
exaly  

Convergence results for multivariate martingales

Stochastic Processes and Their Applications, 2005
Irène Crimaldi, Luca Pratelli
exaly