On the relations between increasing functions associated with two-parameter continuous martingales

In this paper we study the relation between different quadratic variations associated with a two-parameter continuous martingale in terms of the "absolute continuity" property. We give an application to the problem of defining a suitable local time for this kind of processes.

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Year of publication:	1990
Authors:	Nualart, D. ; Sanz, M. ; Zakai, M.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 34.1990, 1, p. 99-119
Publisher:	Elsevier
Keywords:	two-parameter martingales quadratic variation absolute continuity local time

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875687