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Zapiski Nauchnykh Seminarov POMI, 2004, Volume 320, Pages 80–96 (Mi znsl597)  
This article is cited in 3 scientific papers (total in 3 papers)

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

N. A. Kolodij

Volgograd State University
Full-text PDF (235 kB) Citations (3)
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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.
Received: 25.06.2004
English version:
Journal of Mathematical Sciences (New York), 2006, Volume 137, Issue 1, Pages 4531–4540
DOI: https://doi.org/10.1007/s10958-006-0246-z
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: N. A. Kolodij, “Some properties of random fields connected with stochastic integrals with respect to strong martingales”, Probability and statistics. Part 8, Zap. Nauchn. Sem. POMI, 320, POMI, St. Petersburg, 2004, 80–96; J. Math. Sci. (N. Y.), 137:1 (2006), 4531–4540
Citation in format AMSBIB
\Bibitem{Kol04}
\by N.~A.~Kolodij
\paper Some properties of random fields connected with stochastic integrals with respect to strong martingales
\inbook Probability and statistics. Part~8
\serial Zap. Nauchn. Sem. POMI
\yr 2004
\vol 320
\pages 80--96
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl597}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2115867}
\zmath{https://zbmath.org/?q=an:1082.60042}
\elib{https://elibrary.ru/item.asp?id=9129613}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2006
\vol 137
\issue 1
\pages 4531--4540
\crossref{https://doi.org/10.1007/s10958-006-0246-z}
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    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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