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Quadratic Variation of Local Square Strong Martingale

CHEN Huichan1, ZHANG Zhuokui1, REN Xiaohong2   

  1. 1. School of Science, Xidian University, Xi’an 710071, China; 2. College of Science, Shaanxi Univesitiy of Science and Technology, Xianyang 712081, Shaanxi Province, China
  • Received:2007-02-02 Revised:1900-01-01 Online:2007-09-26 Published:2007-09-26
  • Contact: CHEN Huichan

Abstract: Based on the definition of the quadratic variation of the local square strong martingale, the properties of the quadratic variation of the local square strong martingale are discussed. Some important results, namely, the quadratic variation of the local square strong martingale having the properties of linearity, continuity, martingale and so on were obtained.

Key words: stopping line, local square strong martingale, quadratic variation

CLC Number: 

  • O211.6