局部平方可积强鞅的随机积分

局部平方可积强鞅的随机积分

任小红¹, 张卓奎², 陈慧婵²

1. 陕西科技大学理学院, 西安 710021； 2. 西安电子科技大学理学院,西安 710071

收稿日期:2008-01-24 修回日期:1900-01-01 出版日期:2008-09-26 发布日期:2008-09-26
通讯作者: 任小红

Stochastic Integral of Local Square Strong Martingale

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

1. College of Science, Shaanxi University of Science and Technology, Xi’an 710021, China;2. School of Science, Xidian University, Xi’an 710071, China

Received:2008-01-24 Revised:1900-01-01 Online:2008-09-26 Published:2008-09-26
Contact: REN Xiaohong

摘要/Abstract

摘要： 基于停线局部平方可积强鞅随机积分的定义, 研究局部平方可积强鞅随机积分的性质, 得到了局部平方可积强鞅随机积分具有停止性等结果.

关键词: 停线, 局部平方可积强鞅, 随机积分

Abstract: Based on the definition of the stochastic integral of local square strong martingale, the properties of the stochastic integral of local square strong martingale were discussed. Some important results that the stochastic integral of local square strong martingale have the properties of stopping and so on were obtained.

Key words: stopping line, local square strong martingale, stochastic integral

中图分类号:

O211.6

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.

REN Xiaohong, ZHANG Zhuokui, CHEN Huichan. Stochastic Integral of Local Square Strong Martingale[J]. J4, 2008, 46(05): 849-852.

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