Planar semimartingales obtained by transformations of two-parameter martingales

Minh Duc Nguyen; D. Nualart; M. Sanz

Séminaire de probabilités de Strasbourg (1989)

  • Volume: 23, page 566-582

How to cite


Nguyen, Minh Duc, Nualart, D., and Sanz, M.. "Planar semimartingales obtained by transformations of two-parameter martingales." Séminaire de probabilités de Strasbourg 23 (1989): 566-582. <>.

author = {Nguyen, Minh Duc, Nualart, D., Sanz, M.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {weak local submartingale property; quasimartingale property},
language = {eng},
pages = {566-582},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Planar semimartingales obtained by transformations of two-parameter martingales},
url = {},
volume = {23},
year = {1989},

AU - Nguyen, Minh Duc
AU - Nualart, D.
AU - Sanz, M.
TI - Planar semimartingales obtained by transformations of two-parameter martingales
JO - Séminaire de probabilités de Strasbourg
PY - 1989
PB - Springer - Lecture Notes in Mathematics
VL - 23
SP - 566
EP - 582
LA - eng
KW - weak local submartingale property; quasimartingale property
UR -
ER -


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  10. [10] Nualart, D. and Utzet, F. "A property of two-parameter martingales with path-independent variation". Stoch. Proc. and their Appl.24, 31-49 (1987). Zbl0617.60044MR883601
  11. [11] Nualart D., Sanz, M. and Zakai M. "On the relations between increasing functions associated with two-parameter continuous martingales". Tech. Report n.° 190. Center for Stochastic Processes. University of North Carolina at Chapel Hill (1987). Zbl0691.60040MR562437
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