强鞅的停止性质

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Stopping Properties of Strong Martingale

REN Xiao-hong¹, CHEN Hui-chan², ZHANG Zhuo-kui²

1. Colege of Science, Shanxi University of Science and Technology, Xianyang 712081, China;2. School of Science, Xidian University, Xi’an 710071, China

Received:2003-03-03 Revised:1900-01-01 Online:2003-10-26 Published:2003-10-26
Contact: REN Xiao-hong

Abstract

Abstract: The present paper presents the definition of the stopping for two-parameter strong martingale and deals with the stopping properties for two-parameter strong martingale. It has been proved that the stopping for strong martingale is still strong martingale, the stopping for square integrable strong martingale is still square integrable strong martingale, the stopping for uniform integrable martingale is still uniform integrable strong martingale.

Key words: strong martingale, stopping, property

CLC Number:

O211.6

REN Xiao-hong, CHEN Hui-chan, ZHANG Zhuo-kui. Stopping Properties of Strong Martingale[J].J4, 2003, 41(04): 463-465.

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Stopping Properties of Strong Martingale

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