In this paper, we prove that the process of product variation of a two-parameter smooth martingale admits an ∞ modification, which can be constructed as the quasi-sure limit of sum of the corresponding product variat...In this paper, we prove that the process of product variation of a two-parameter smooth martingale admits an ∞ modification, which can be constructed as the quasi-sure limit of sum of the corresponding product variation.展开更多
We prove that two parameter smooth continuous martingales have ∞-modification and establish a Doob’s inequality in terms of(p,r)-capacity for two parameter smooth martingales.
文摘In this paper, we prove that the process of product variation of a two-parameter smooth martingale admits an ∞ modification, which can be constructed as the quasi-sure limit of sum of the corresponding product variation.
文摘We prove that two parameter smooth continuous martingales have ∞-modification and establish a Doob’s inequality in terms of(p,r)-capacity for two parameter smooth martingales.
