西安电子科技大学学报(自然科学版)2001,Vol.28Issue(3):348-352,5.
关于停点的停止定理
Stopping theorem for two-parameter martingales
冶继民 1金海红 2赵觐周3
作者信息
- 1. 西安电子科技大学 理学院,
- 2. 西安石油学院,
- 3. 陕西师范大学,
- 折叠
摘要
Abstract
The stopping theorems for two parameter Martingales (Supermartingales) at the stopping points are studied, with the stopping theorem and the predicatable stopping theorem of Martingales (Supermartingales) obtained. On the basis of “comparability of two stopping points”, the strengthening stopping theorem and the predicatable strengthening stopping theorem are obtained.关键词
停点/强停点/鞅/上鞅分类
数理科学引用本文复制引用
冶继民,金海红,赵觐周..关于停点的停止定理[J].西安电子科技大学学报(自然科学版),2001,28(3):348-352,5.