摘要
主要从鞅变换的p阶条件期望∞∑n=0E(|VndXn|p|Fn-1)的收敛性寻求鞅X={Xn,Fn,n 0}的收敛性,改进了文献[1]的定理3.4和文献[2]的定理2.8.9的结果,完善了鞅的收敛理论.
In the paper, we mainly study the convergence properties of martingales from martingale transforms for psteps conditional expectation ∞∑n=0E（｜VndXn｜^p｜Fn-1）. The results of theorem 3.4 of paper [1] and theorem 2.8.9 of [2] are improved . The convergence results for marting-ales are perfected.
出处
《杭州师范学院学报（自然科学版）》
CAS
2005年第5期344-348,共5页
Journal of Hangzhou Teachers College(Natural Science)
关键词
鞅
鞅变换
可预报序列
收敛
martingale
martingale transforms
forecasting sequence
convergence
