数学杂志2005,Vol.25Issue(1):7-12,6.
特殊半鞅的收敛集
ON THE SETS OF CONVERGENCE OF SPECIAL SEMIMARTINGALES
摘要
Abstract
In this paper, we study the sets of convergence of special semimartingales, by the domination relationship of the stochastic processes and the stopping technique, we obtain a general result on the sets of convergence of special semimartingales. The results improve some results known previously.关键词
收敛集/局部鞅/特殊半鞅Key words
set of convergence/local martingale/special semimartingale分类
数理科学引用本文复制引用
任耀峰..特殊半鞅的收敛集[J].数学杂志,2005,25(1):7-12,6.基金项目
Supported by the Science Research Foundation of Naval University of Engineering. ()