Acta Mathematica Sinica

, Volume 13, Issue 2, pp 239–246 | Cite as

Two parameter smooth martingales on the Wiener space

  • Liang Zongxia
Article
Received:
Accepted:

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.

Keywords

Two parameter smooth martingales ∞-modifications Doob's inequality (p, r)-capacity 

1991MR Subject Classification

60H07 

Chinese Library Classification

O211 
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Copyright information

© Science Press 1997

Authors and Affiliations

  • Liang Zongxia
    • 1
  1. 1.School of Mathematical SciencePeking UniversityBeijingChina

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