Geodesic
Some properties of random fields connected with stochastic integrals with respect to strong martingales
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 80-96

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We investigate properties of the random fields connected with stochastic intergals with respect to a two-parameter strong square-integrable martingale in the case where the martingale and integrands depend on bounds of integration. We prove inequalities for the moments of uniform norm and modulus of continuity of trajectories of modifications of such fields. 
@article{ZNSL_2004_320_a5,
     author = {N. A. Kolodij},
     title = {Some properties of random fields connected with stochastic integrals with respect to strong martingales},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {80--96},
     publisher = {mathdoc},
     volume = {320},
     year = {2004},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a5/}
}
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N. A. Kolodij. Some properties of random fields connected with stochastic integrals with respect to strong martingales. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 8, Tome 320 (2004), pp. 80-96. http://geodesic.mathdoc.fr/item/ZNSL_2004_320_a5/