两 指 标 局 部 强 鞅 的 随 机 积 分

Li Gao-ming¹, ZHAO Hui²

1. Department of Mathematics, Ｅｎｇｉｎｅｅｒｉｎｇ　Ｃｏｌｌｅｇｅ　ｏｆ　ｔｈｅ　ＡｒｍｅｄＰoｌｉｃｅ　Ｆｏｒｃｅ, Ｘｉａｎ７１００８６, China; 2. Education　Ｒｅｓｅａｒｃｈ　Ｃｅｎｔｅｒ　ｏｆ　Ｍｉｎｏｒｉｔｙ　Ｎａｔｉｏｎａｌｉｔｙ, Ｓｈａaｎｘｉ　ＮｏｒｍａｌＵｎｉｖｅｒｓｉｔｙ,　Ｘｉａｎ　７１００６２, China

Received:2002-06-17 Revised:1900-01-01 Online:2003-01-26 Published:2003-01-26
Contact: Li Gao-ming

Abstract: Ｉｎ　ｔｈｉｓ　ｐａｐｅｒ, ｓｔｏｃｈａｓｔｉｃ　ｉｎｔｅｇｒａｌ　ｗｉｔｈ　ｔｗｏ-ｐａｒａｍｅｔｅｒ　ｌｏｃａｌ　ｓｑｕａｒｅ　ｉｎｔｅｇｒａｂｌｅ　ｓｔｒｏｎｇ　ｍａｒｔｉｎｓａｌｅｓ　ｉｓ　ｄｅｆｉｎｅｄ, its　ｐｒｏｐｅｒｔｉｅｓ　ａｒｅ　ｇｉｖｅｎ.

Key words: ｓｔｏｐｐｉｎｇ　ｌｉｎｅ, lｏｃａｌ　ｓｑｕａｒｅ　ｉｎｔeｇｒａｂｌｅ　ｓｔｒｏｎｇ　ｍａrｔｉｎｇａｌｅｓ, ｓｔｏｃｈａｓｔｉｃ　ｉnｔｅｇｒａｌ

CLC Number:

Li Gao-ming, ZHAO Hui. Ｓｔｏｃｈａｓｔｉｃ　Ｉｎｔｅｇｒａｌ　ｗｉｔｈ　Tｗｏ-ｐａｒａｍｅｔｅｒ　Lｏｃａｌ　SｑｕａｒｅIｎｔｅｇｒａｂｌｅ　Sｔｒｏｎｇ　Mａｒｔｉｎｇａｌｅｓ[J].J4, 2003, 41(01): 17-20.

[1]	REN Xiaohong, ZHANG Zhuokui, CHEN Huichan. Stochastic Integral of Local Square Strong Martingale [J]. J4, 2008, 46(05): 849-852.
[2]	CHEN Huichan, ZHANG Zhuokui, REN Xiaohong. Quadratic Variation of Local Square Strong Martingale [J]. J4, 2007, 45(05): 757-760.
[3]	ZHANG Zhuokui, CHEN Huichan, REN Xiaohong. Stochastic Integral Based on Stopping Line [J]. J4, 2006, 44(05): 745-747.

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