Two parameter smooth martingales on the Wiener space

DOI10.1007/BF02559963zbMath0881.60053MaRDI QIDQ4344850

Zongxia Liang

Publication date: 10 February 1998

Published in: Acta Mathematica Sinica (Search for Journal in Brave)

zbMATH Keywords

Doob's inequality\((p,r)\)-capacitytwo parameter smooth continuous martingales

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

• Unnamed Item
• Unnamed Item
• Quasi sure quadratic variations of two parameter smooth martingales on the Wiener space
• Two-parameter martingales and their quadratic variation
• Stochastic integrals in the plane
• On smooth martingales
• Quasi sure quadratic variation of smooth martingales
• Sample functions of the \(N\)-parameter Wiener process
• Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space
• (r, p)-Capacity on the Wiener space and properties of Brownian motion
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Wiener Measure in a Space of Functions of Two Variables

This page was built for publication: Two parameter smooth martingales on the Wiener space