鞅空间KInK和M的关系  

The Connection of Martingale Spaces KlnK and M

作　　者：穆军芬[1] 李慧云[1] 潘家平[2] 李志阐[1] 

机构地区：[1]河北工业大学理学院,天津300130 [2]河北工业大学研究生学院,天津300130

出　　处：《河北工业大学学报》2010年第1期72-73,共2页Journal of Hebei University of Technology

摘　　要：文献[1]给出了KlnKM的关系,本文进一步指出在一定的条件下KlnK=M.由文献[2]可知鞅空间KlnK中的鞅可分解成自身空间中两个非负鞅的差,本文证明了鞅空间M不满足上述可分解性.From artical [1], we know that KlnKcM, In this paper, we obtain that KlnK=M; In artical [2], it proves that KInK can be decomposed into the difference of two nonnegtive martingales which are still in KINK, in this paper, it proves that M don＇t satisfy the above decomposition.

关 键 词：鞅 鞅空间 

分 类 号：O211.6[理学—概率论与数理统计]