Journal of Applied Mathematics and Stochastic Analysis
Volume 12 (1999), Issue 2, Pages 133-150
doi:10.1155/S1048953399000143
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.