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Two parameter smooth martingales on the Wiener space

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Abstract

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.

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Authors and Affiliations

  1. School of Mathematical Science, Peking University, 100871, Beijing, China

    Liang Zongxia

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  1. Liang Zongxia
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Zongxia, L. Two parameter smooth martingales on the Wiener space. Acta Mathematica Sinica 13, 239–246 (1997). https://doi.org/10.1007/BF02559963

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  • DOI: https://doi.org/10.1007/BF02559963

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