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Quasi Sure Product Variation of two Parameter Smooth Martingales on the Wiener Space
quasi-sure $\infty$-modification smooth martingale product variation Kolmogorov's criterion
2007/12/12
In this paper, we prove that the process of product variation of a two-parameter smooth martingale admits an $\infty$ modification, which can be constructed as the quasi-sure limit of sum of the corre...