强鞅的停止性质  

Stopping Properties of Strong Martingale

作　　者：任小红[1] 陈慧婵[2] 张卓奎[2] 

机构地区：[1]陕西科技大学理学院,咸阳712081 [2]西安电子科技大学理学院,西安710071

出　　处：《吉林大学学报（理学版）》2003年第4期463-465,共3页Journal of Jilin University:Science Edition

基　　金：国家自然科学基金 (批准号 :60 2 740 5 5 )

摘　　要：利用停线给出两指标强鞅停止的定义 .通过研究两指标强鞅的停止性质 ,得到强鞅的停止仍是强鞅、平方可积强鞅的停止仍是平方可积强鞅、一致可积强鞅的停止仍是一致可积强鞅等主要结果 .The present paper presents the definition of the stopping for two-parameter strong martingale and deals with the stopping properties for two-parameter strong martingale. It has been proved that the stopping for strong martingale is still strong martingale, the stopping for square integrable strong martingale is still square integrable strong martingale, the stopping for uniform integrable martingale is still uniform integrable strong martingale.

关 键 词：强鞅 停止性质 停线 平方可积强鞅 一致可积强鞅 多指标鞅论 

分 类 号：O211.6[理学—概率论与数理统计]