两指标随机过程的停止  

Stopping of Two-parameter Stochastic Processes

作　　者：金海红[1] 治继民 

机构地区：[1]西安石油学院信息科学系,陕西西安710065 [2]西安电子科技大学理学院,陕西西安710071

出　　处：《西安石油学院学报（自然科学版）》2002年第5期36-38,共3页Journal of Xi'an Petroleum Institute（Natural Science Edition)

摘　　要：The stopping of σ filtration and stochastic processes are defined by stopping fields, whose many properties are similar to those in one parameter case. It is also proven that the stopping of stochastic processes keeps the properties of martingales, right continuity, uniform integrability and L log + L integrability.The stopping of σ filtration and stochastic processes are defined by stopping fields, whose many properties are similar to those in one parameter case. It is also proven that the stopping of stochastic processes keeps the properties of martingales, right continuity, uniform integrability and L log + L integrability.

关 键 词：两指标随机过程 停域 域流 鞅 强鞅 

分 类 号：O211.6[理学—概率论与数理统计]