1) Set-valued Local Martingale
集值局部鞅
2) Set-valued Local Square Integral Martingale
集值局部平方可积鞅
3) local martingale
局部鞅
1.
Representation of infinite dimensional stochastic integral with continuous local martingale;
连续局部鞅的无穷维随机积分表示
2.
Employing the property of constant return of two dimensional Brown motion and some properties of Markov process and two dimensional continuous local martingale, a new proof of famous classical proposition is given in this paper by means of stochastic analysis.
应用二维 Ｂｒｏｗ ｎ 运动的常返性质、 Ｍａｒｋｏｖ 过程及二维连续局部鞅的一些性质，通过随机分析的方法，对著名的古典问题给出了一个新的证明，证明过程体现了随机分析方法的优越特点。
3.
Obtains an invariance principle for the continuous local martingale, and, using this law, describes the oscillations of solutions for S.
给出连续局部鞅关于重对数律的不变原理，并得到随机微分方程的一个渐近定
4) local martingales
局部鞅
1.
This paper gives the two-parameter local martingales unedr new stopping context, and hence certain results are similar to the local martingales of one-parameter obtained.
给出了新的停止意义下的局部鞅，得到了类似于单指标局部鞅的一些结果，在Ｇ（Ｆ４）条件下，局部鞅的停止为局部鞅。
2.
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.
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］）。
5) set-valued submartingale
集值下鞅
1.
Theorem 2 gives the sufficient and necessary condition of continuous parameter set-valued submartingale existing Doob-Meyer decomposition.
定理 2给出了连续参数集值下鞅存在唯一的Doob Meyer分解的充要条件 。
6) set-valued supermartingale
集值上鞅
1.
The convergence with discrete parameter of set-valued supermartingale had been investigated by many scholars.
离散参数集值上鞅的收敛性已有诸多学者研究过。
2.
The properties of set-valued supermartingale and suport function are discussed,using suport function,we get Riesz decomposition theorem of set-valued supermartingale in general Banach space,these results extend and improve the earler results.
讨论了集值上鞅与支撑函数的一些性质,利用支撑函数研究了一般Banach空间上集值上鞅的Riesz分解定理,推广和改进了以往的结果。
补充资料：鞅鞅不乐
1.因不满意而很不快乐。鞅，通"怏"。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条