On compact Itô's formulas for martingales of m4c

Autores: Maria Jolis i Giménez
Localización: Publicacions matematiques, ISSN 0214-1493, Vol. 34, Nº 1, 1990, págs. 107-128
Idioma: inglés
DOI: 10.5565/publmat_34190_08
Títulos paralelos:
- Sobre fórmulas de Itô compactas para martingalas de mc4
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Resumen
- 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 Sc8(L0(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 mc4.