局部平方可积强鞅的二次变差

局部平方可积强鞅的二次变差

陈慧婵¹, 张卓奎¹, 任小红²

1. 西安电子科技大学理学院, 西安 710071； 2. 陕西科技大学理学院, 陕西省咸阳 712081

收稿日期:2007-02-02 修回日期:1900-01-01 出版日期:2007-09-26 发布日期:2007-09-26
通讯作者: 陈慧婵

Quadratic Variation of Local Square Strong Martingale

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

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

摘要/Abstract

摘要： 基于停线局部平方可积强鞅二次变差的定义, 研究局部平方可积强鞅二次变差的性质, 得到了局部平方可积强鞅二次变差具有线性性、连续性和鞅性等结果.

关键词: 停线, 局部平方可积强鞅, 二次变差

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

中图分类号:

O211.6

陈慧婵, 张卓奎, 任小红. 局部平方可积强鞅的二次变差[J]. J4, 2007, 45(05): 757-760.

CHEN Huichan, ZHANG Zhuokui, REN Xiaohong. Quadratic Variation of Local Square Strong Martingale[J]. J4, 2007, 45(05): 757-760.

[1]	任小红, 张卓奎, 陈慧婵. 局部平方可积强鞅的随机积分[J]. J4, 2008, 46(05): 849-852.
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[3]	李高明, 赵辉. 两指标局部强鞅的随机积分[J]. J4, 2003, 41(01): 17-20.