Article ID Journal Published Year Pages File Type
1154383 Statistics & Probability Letters 2009 6 Pages PDF
Abstract

In this paper, I extend the result that any strong martingale shows path independent variation, which was introduced by Cairoli and Walsh for the plane, to set indexed strong martingales, and I also analyse the connection between path independent variation and independent increment set indexed processes.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Set indexed strong martingales and path independent variation
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