Acta mathematica scientia,Series A

• Articles • Previous Articles     Next Articles

Quasi-sure Approximation of Stochastic Integrals

Liu Jicheng Xie Peng
  

  1. School of Mathematics and Computational Science, Zhongshan University, Guangzhou 510275
  • Received:2004-01-26 Revised:2005-11-30
  • Contact: Liu Jicheng

Abstract: In this paper, the authors prove the quasi-sure approximation of stochastic integrals. Based on this conclusion, the authors extend the main results of [8] with simpler proofs which can also be applied to the two-parameter case.

Key words: Quasi sure, ∞-modification, Smooth martingale, Kolmogorov''s criterion

CLC Number: 

  • 60H10
Trendmd