1) weak semimartingale
弱半鞅
2) weak martingale
弱鞅
1.
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。
3) demisubmartingale's convergent theorem
弱半鞅的基本收敛定理
4) 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。
5) 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。
6) demi-upmatingale
弱上鞅
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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