1) Strong semimartingale
强半鞅
2) semimartingale
半鞅
1.
Large Deviations for Solutions to Stochastic Differential Equations Driven by Semimartingale with Non-Lipschitz Coefficients
半鞅非Lipschitz系数随机微分方程解的大偏差
2.
Let {Xn} be a sequence of semimartingale in a filtered complete probability space(Ω,F,F,P) satisfying the usual condition.
首先利用半鞅Girsanov定理与闭图像定理证明了:若{Xn}是带滤基的完备概率空间(Ω,F,F,P)中的一列半鞅,其中滤基F=(Ft)t≥0满足通常条件,且{Xn}在关于P的Emery拓扑空间中收敛于X,则当概率测度Q■locP时,{Xn}在关于Q的Emery拓扑空间中也收敛于X。
3) Semi-Martingale
半鞅
1.
This paper gives a new stochastic control model, this model not only extends the past stationary impulse stochastic control on cost structure, but also first introduces a class of Semi-Martingale into impulse control model and extends its state process.
本文提出了一类新的随机控制模型,这类模型不但在费用结构上推广了此前的平稳型脉冲随机控制,而且首次将一类半鞅引入脉冲控制模型的状态结构从而推广了相应的状态过程。
4) strong martingale
强鞅
1.
The present paper presents the definition of the stopping for two-parameter strong martingale and deals with the stopping properties for two-parameter strong martingale.
利用停线给出两指标强鞅停止的定义 。
2.
The stopping theorem of strengthened form of two parameter right continuous strong martingale (strong super martingale,strong sub martingale) on stopping line under normal F 1-F 3 conditions is proved and generalized.
在没有附加 F3 条件的假设下 ,借助于条件期望的平滑性 ,证明并推广了两指标右连续强鞅 (强上鞅、强下鞅 )关于停线的加强形式的停止定理 。
3.
The principal results include stopping theorem of weak martingale and strong martingale on stopping point and strong stopping point.
介绍各种二指标鞅关于停点、强停点的停止定理，主要结果有弱鞅、强鞅关于停点、强停点的停止定理。
5) special semimartingale
特殊半鞅
1.
In this paper,mean-variance hedging problem for asset prices which are special semimartingales is concerned under the stochastic interest rate.
本文考虑在随机利率下,资产价格为特殊半鞅的均值-方差套期保值问题。
2.
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.
本文讨论特殊半鞅的收敛集 ,利用随机过程的控制关系和停时技巧 ,给出了特殊半鞅的收敛集的一般定理 ,推广和改进了已有的部分结果 。
6) Hilbert-valued semimartingale
Hilbert值半鞅
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。
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