摘要
在文献［１］的基础上给出了广义ＢｒｏｗｎｉａｎＳｈｅｅｔ鞅刻画：两参数连续适应过程（Ｂ２）ｚ∈Ｒ２＋为广义ＢｒｏｗｎｉａｎＳｈｅｅｔ的充要条件是（Ｂ２）ｚ∈Ｒ２＋为Ｆｏｕｑｕｅ意义下的两参数局部鞅，且存在Ｒ２＋上的Ｌ—Ｓ测度ｄ，（ｄ《λ，λ为Ｒ２＋上的Ｌｅｂｅｓｇｕｅ测度）使得（Ｂ２ｚ－ｄ（Ｚ）ｚ∈Ｒ２＋为Ｆｏｕｑｕｅ意义下的两参数局部鞅，其中以ｄ（ｚ）＝ｄ（（０，ｚ］）。
This paper gives the characterization of martingales for generalized Brownian Sheer,two-parameter continous adapted processes(B2)2∈R2+ is generalized Brownian Sheet if (B2)2∈R2+ is two-parameter local martingales which is given by J. P. Fouque (1995), and there is a Lebesgue-Stieltjes measure d on R2+, d<<λ,such that (B22-d(z))2∈R2+ is two-oaraneter kicak martingales which is given by J.P. Fouque(1985),here d(z)=d((0,z]).
关键词
广义
局部鞅
停点
鞅
维纳过程
generalization Brownian Sheet, generalization Brownian Motion, local martingales, stopping point.
