## The Annals of Probability

### Local Time for Two-Parameter Continuous Martingales with Respect to the Quadratic Variation

Marta Sanz

#### Abstract

In this paper we give the local time for some continuous two-parameter martingales with respect to the quadratic variation $\langle M\rangle$ and we study some of their sample path properties.

#### Article information

Source
Ann. Probab., Volume 16, Number 2 (1988), 778-792.

Dates
First available in Project Euclid: 19 April 2007

https://projecteuclid.org/euclid.aop/1176991787

Digital Object Identifier
doi:10.1214/aop/1176991787

Mathematical Reviews number (MathSciNet)
MR929078

Zentralblatt MATH identifier
0645.60066

JSTOR