Quasi-sure Product Variation of Two-parameter Smooth Martingales on the Wiener Space  

作　　者：Ji Cheng LIU 

机构地区：[1]School of Mathematics and Computational Science, Zhongshan University, Guangzhou 510275 P. R. China [2]Department of Mathematics, Huazhong University of Science and Technology, Wuhan 430074 P. R. China

出　　处：《Acta Mathematica Sinica,English Series》2006年第4期1103-1114,共12页数学学报（英文版）

基　　金：Project 973 and NSF(No.10526020)of China

摘　　要：In this paper, we prove that the process of product variation of a two-parameter smooth martingale admits an ∞ modification, which can be constructed as the quasi-sure limit of sum of the corresponding product variation.In this paper, we prove that the process of product variation of a two-parameter smooth martingale admits an ∞ modification, which can be constructed as the quasi-sure limit of sum of the corresponding product variation.

关 键 词：quasi-sure ∞-modification smooth martingale product variation Kolmogorov＇s criterion 

分 类 号：O17[理学—数学]