International Journal of Stochastic Analysis

International Journal of Stochastic Analysis / 1999 / Article

Open Access

Volume 12 |Article ID 317861 | https://doi.org/10.1155/S1048953399000143

Yu. Mishura, Ya. Oltsik, "Existence of moments of increasing predictable processes associated with one- and two-parameter potentials", International Journal of Stochastic Analysis, vol. 12, Article ID 317861, 18 pages, 1999. https://doi.org/10.1155/S1048953399000143

Existence of moments of increasing predictable processes associated with one- and two-parameter potentials

Received01 Mar 1997
Revised01 May 1998

Abstract

The criterion and sufficient condition for the existence of moments of one-parameter increasing predictable processes is presented in terms of an associated potential. The estimates of moments of special functional connected with two-parameter increasing predictable processes are given in the case when the associated potential is bounded. The application of these estimates to the local time for purely discontinuous strong martingales in the plane is also presented.

Copyright © 1999 Hindawi Publishing Corporation. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


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