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Inequalities and duality results with respect to two-parameter strong martingales
Analysis Mathematica, 1997The 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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The Davis inequalities and the Gundy decomposition for two-parameter strong martingales. I
1991Let \(M=(M_ t)_{t\in\mathbb{R}^ 2_ +}\) 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
1986This 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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Conformable Fractional Martingales and Some Convergence Theorems
Mathematics, 2022M Abu Hammad, Hammad Ma’Mon Abu
exaly
Convergence results for multivariate martingales
Stochastic Processes and Their Applications, 2005Irène Crimaldi, Luca Pratelli
exaly
Lévy processes, polynomials and martingales
Stochastic Models, 1998Wim Schoutens, Józef L Teugels
exaly
On equivalency of martingales and related problems
Journal of Contemporary Mathematical Analysis, 2013Karagulyan G A, G A Karagulyan
exaly