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特殊半鞅的收敛集

任耀峰

数学杂志2005,Vol.25Issue(1):7-12,6.
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

任耀峰1

作者信息

  • 1. 海军工程大学基础部,湖北,武汉,430033
  • 折叠

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. ()

数学杂志

OA北大核心CSCD

0255-7797

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