1) Special Martingale Space
特殊鞅空间
3) 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 。
4) spaces of(*) martingale
(*)鞅空间
5) Lipschitz martingale space
Lipschitz鞅空间
6) martingale space
鞅空间
1.
Atomic decompositions and density of finite martingales in martingale spaces
鞅空间的原子分解与有限鞅的稠密性
2.
M and itsequivalentdefinition M , and its relevantproperties,furthermore elucidates its connections with othermartingale spaces.
借助于特殊的泛函空间—奥尔里奇空间以及Doob不等式、John-Nirenberg不等式,构造了ln的共轭空间M及其等价定义M,并进一步阐述了M与其他鞅空间的联系。
3.
According to the martingale inequalities and the inter-imbedding relationship in martingale spaces,we describe the boundedness of the paraproduct martingale operator on Banach-space-valued martingale spaces and give the relations between the boundedness and the geometrical properties of the Banach space.
通过运用Banach值鞅不等式和鞅空间的相互嵌入关系,讨论了Banach值鞅空间上双鞅算子的有界性,并得到了双鞅算子的有界性与Banach空间几何性质的关系。
补充资料：特殊
不同一般的；不平常的：特殊性｜情况特殊｜特殊待遇。
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