Accession Number : ADA185572

Title :   On the Relations between Increasing Functions Associated with Two-Parameter Continuous Martingales,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES

Personal Author(s) : Nualart, D ; Sanz, M ; Zakai, M

PDF Url : ADA185572

Report Date : Jun 1987

Pagination or Media Count : 28

Abstract : Let M be a two-parameter continuous martingale bounded in L squared and null on the axes. The positive submartingale M squared has has a Doob-Meyer decomposition. The purpose of this paper is to relate the measures induced by certain quadratic variations in terms of the absolute continuity property. Since we are dealing with random measures, different definitions are possible. Keywords: Convergence; Theorems; One dimensional; Stochastic processes.

Descriptors :   *PARAMETRIC ANALYSIS, CONTINUITY, STOCHASTIC PROCESSES, VARIATIONS, CONVERGENCE, ONE DIMENSIONAL

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE