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Two parameter smooth martingales on the Wiener space |
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| Authors: | Liang Zongxia |
| Affiliation: | (1) School of Mathematical Science, Peking University, 100871 Beijing, China |
| 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 |
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