设 M,是 n 指标平方可积鞅,φ∈L^2(d<(?)>),φ∈L^2(d<>),W-(?)本文证明了随机积分的三个局部性质:对F∈(?),L是停面,G=(?),Γ=(?)是随机区间形的可料集,那么1.1_FM=1_F(?),1_(Fφ)=1_(F(?))(?)1_FW=1_F(?),2.1_GM=1_G...设 M,是 n 指标平方可积鞅,φ∈L^2(d<(?)>),φ∈L^2(d<>),W-(?)本文证明了随机积分的三个局部性质:对F∈(?),L是停面,G=(?),Γ=(?)是随机区间形的可料集,那么1.1_FM=1_F(?),1_(Fφ)=1_(F(?))(?)1_FW=1_F(?),2.1_GM=1_G(?),1_(Gφ)=1_(G(?))(?)1_GW=1_G(?),3.1_rΔ(?)M=1_rΔ(?)(?),1_(rφ)=1_(r(?))(?)1_(?)W=1_rΔ(?)(?).展开更多
In this paper, we establish some ratio inequalities for locally square inte-grable martingales, and give some extensions of the related results for continuous local martingales.
文摘设 M,是 n 指标平方可积鞅,φ∈L^2(d<(?)>),φ∈L^2(d<>),W-(?)本文证明了随机积分的三个局部性质:对F∈(?),L是停面,G=(?),Γ=(?)是随机区间形的可料集,那么1.1_FM=1_F(?),1_(Fφ)=1_(F(?))(?)1_FW=1_F(?),2.1_GM=1_G(?),1_(Gφ)=1_(G(?))(?)1_GW=1_G(?),3.1_rΔ(?)M=1_rΔ(?)(?),1_(rφ)=1_(r(?))(?)1_(?)W=1_rΔ(?)(?).
基金Science Research Foundation of Naval University of Engineering(E307).
文摘In this paper, we establish some ratio inequalities for locally square inte-grable martingales, and give some extensions of the related results for continuous local martingales.
