On compact Itô's formulas for martingales of mc4
Jolis Giménez, Maria (Universitat Autònoma de Barcelona. Departament de Matemàtiques)

Date:	1990
Abstract:	We prove that the class mc4 of continuous martingales with parameter set [0, 1] 2, bounded in L4, is included in the class of semi-martingales S∞c(Lo(P)) defined by'Allain in [A]. As a consequence we obtain a compact Itô's formula. Finally we relate this result with the compact Itô formula obtained by Sanz in [S] for martingales of m4c.
Rights:	Tots els drets reservats.
Language:	Anglès
Document:	Article ; recerca ; Versió publicada
Published in:	Publicacions matemàtiques, V. 34 n. 1 (1990) p. 107-128, ISSN 2014-4350

Adreça alternativa: https://raco.cat/index.php/PublicacionsMatematiques/article/view/37616
DOI: 10.5565/PUBLMAT_34190_08

22 p, 513.1 KB

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