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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2004 Volume 320, Pages 80–96 (Mi znsl597)

This article is cited in 3 papers

Some properties of random fields connected with stochastic integrals with respect to strong martingales

N. A. Kolodij

Volgograd State University

Abstract: We investigate properties of the random fields connected with stochastic intergals with respect to a two-parameter strong square-integrable martingale in the case where the martingale and integrands depend on bounds of integration. We prove inequalities for the moments of uniform norm and modulus of continuity of trajectories of modifications of such fields.

UDC: 519.21

Received: 25.06.2004


 English version:
Journal of Mathematical Sciences (New York), 2006, 137:1, 4531–4540

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