We prove that all \(\boldsymbol{W}_{x}\)-continuous martingales can be represented as stochastic integrals of smooth integrands and establish a Doob's inequality in terms of \((p, r)\) capacity for smooth martingales. '1. 1994 Academic Press. Inc.
On a conjecture on singular martingales
โ Scribed by R Subramanian
- Publisher
- Elsevier Science
- Year
- 1973
- Tongue
- English
- Weight
- 178 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0022-247X
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