离散参数集值(上下)鞅的停时定理(英文)  

Doob's Stopping Theorem for Set-valued (Super, Sub) Martingales with Discrete Parameters

作　　者：汪荣明[1] 汪振鹏[1] 

机构地区：[1]华东师范大学,上海200062

出　　处：《应用概率统计》1998年第2期203-212,共10页Chinese Journal of Applied Probability and Statistics

摘　　要：本文建立了更广泛的各种集值（上下）鞅的停时定理；推广并改进了N．S．Papageoriou[10]和张，汪，高[13]中的结果。In this paper we establish all kinds of Doob's stopping theorems for more general set-valued (super, sub) martingales, extending and improving earlier results of N.S. Papageorgiou [10] and Zhang, Wang, Gao [13].

关 键 词：停时定理 集值条件期望 离散参数 集值鞅 

分 类 号：O211.6[理学—概率论与数理统计]