Abstract
In this article we give a simple proof of the existence of the quadratic variation process of a continuous local martingale by providing an explicit expression for it.
Citation
Rajeeva L. Karandikar. "On the quadratic variation process of a continuous Martingale." Illinois J. Math. 27 (2) 178 - 181, Summer 1983. https://doi.org/10.1215/ijm/1256046490
Information
Published: Summer 1983
First available in Project Euclid: 20 October 2009
zbMATH: 0532.60039
MathSciNet: MR694639
Digital Object Identifier: 10.1215/ijm/1256046490
Subjects:
Primary:
60G44
Rights: Copyright © 1983 University of Illinois at Urbana-Champaign
