Planar semi-martingales
The concept of a semi-martingale is extended to processes with index set in the plane. The definitions of planar semi-martingales are similar to those of two parameter bounded variation. Necessary and sufficient conditions for a Doob-Meyer decomposition are obtained, and a maximal inequality and almost everywhere convergence theorem is given for planar semi-martingales in LlogL.
Year of publication: |
1979
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Authors: | Brennan, Michael D. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 9.1979, 4, p. 465-486
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Publisher: |
Elsevier |
Keywords: | Planar semi-martingales process of bounded variation normal H-process maximal inequality almost everywhere convergence |
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