On the itô formula for two-parameter martingales

  • Nikos Frangos
  • David Nualart
  • Marta Sanz-Solé
Conference paper
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 176)


Positive Measure Variable Formula Quadratic Variation Intermediate Point Complete Probability Space 
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Copyright information

© International Federation for Information Processing 1992

Authors and Affiliations

  • Nikos Frangos
    • 1
  • David Nualart
    • 2
  • Marta Sanz-Solé
    • 2
  1. 1.Department of MathematicsHofstra UniversityHempsteadUSA
  2. 2.Facultat de MatemàtiquesUniversitat de BarcelonaBarcelonaSpain

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