Representation of Martingales, Quadratic Variation and Applications

Stochastic processes

1953 • 9,312 citations

On Square Integrable Martingales

1967 • 633 citations

Random differential equations in control theory

1970 • 434 citations

On a Formula Concerning Stochastic Differentials

1951 • 333 citations

A decomposition theorem for supermartingales

1962 • 150 citations

Quasi-martingales

1965 • 77 citations

The oscillation of stochastic integrals

1965 • 33 citations

Sample quadratic variation of sample continuous, second order martingales

1966 • 15 citations

Une majoration du processus croissant naturel associé à une surmartingale

2006 • 5 citations