2007•Journal of Jilin University(Science Edition)Requires access

Quadratic Variation of Local Square Strong Martingale

Xiaohong Ren

Abstract

Based on the definition of the quadratic variation of the local square strong martingale,the properties of the quadratic variation of the local square strong martingale are discussed.Some important results,namely,the quadratic variation of the local square strong martingale having the properties of linearity,continuity,martingale and so on were obtained.

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Key concepts: Quadratic variation, Martingale (probability theory), Mathematics, Local martingale, Doob's martingale inequality, Quadratic equation, Martingale difference sequence, Applied mathematics