一种基于停线的随机积分  

Stochastic Integral Based on Stopping Line

作　　者：张卓奎[1] 陈慧婵[1] 任小红[2] 

机构地区：[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

出　　处：《吉林大学学报（理学版）》2006年第5期745-747,共3页Journal of Jilin University:Science Edition

基　　金：国家自然科学基金(批准号:7037103170373046)

摘　　要：基于停线局部平方可积强鞅二次变差的性质,定义了可料过程关于局部平方可积强鞅的随机积分,并得到这种随机积分具有局部平方可积强鞅的遗传性等结果,推广了Cairoli和W alsh的结果.Based on the properties of the quadratic variation of local square integrable strong martingales, the stochastic integral of predictable processes with respect to local square integrable strong martingales is defined. Some important results that this stochastic integral is still local square integrable strong martingale are obtained. These results contain and extend some results which have been oroved by Cairoli and Walsh.

关 键 词：停线 局部平方可积强鞅 随机积分 

分 类 号：O211.6[理学—概率论与数理统计]