The Sample Function Continuity of Stochastic Integrals in the Plane

Eugene Wong; Moshe Zakai

doi:10.1214/aop/1176995670

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Home > Journals > Ann. Probab. > Volume 5 > Issue 6 > Article

December, 1977 The Sample Function Continuity of Stochastic Integrals in the Plane

Eugene Wong, Moshe Zakai

Ann. Probab. 5(6): 1024-1027 (December, 1977). DOI: 10.1214/aop/1176995670

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Abstract

Sample continuity is proved for extended stochastic integrals involving a two-parameter Wiener process.

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Eugene Wong. Moshe Zakai. "The Sample Function Continuity of Stochastic Integrals in the Plane." Ann. Probab. 5 (6) 1024 - 1027, December, 1977. https://doi.org/10.1214/aop/1176995670

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Published: December, 1977

First available in Project Euclid: 19 April 2007

zbMATH: 0374.60078

MathSciNet: MR464399

Digital Object Identifier: 10.1214/aop/1176995670

Subjects:

Primary: 60H05

Secondary: 60G45

Keywords: sample continuity , stochastic integrals , Two-dimensional random fields , Two-parameter martingales

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Ann. Probab.

Vol.5 • No. 6 • December, 1977

Institute of Mathematical Statistics

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Eugene Wong, Moshe Zakai "The Sample Function Continuity of Stochastic Integrals in the Plane," The Annals of Probability, Ann. Probab. 5(6), 1024-1027, (December, 1977)

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