摘要
Let t(t<sub>1</sub>, t<sub>2</sub>)be a point on the plane, denote the Borel σ-algebra in R<sub>+</sub><sup>2</sup>={t: t<sub>1</sub>≥0, t<sub>2</sub>≥0}, ξ={ξ,(ω), t∈R<sub>+</sub><sup>2</sup>}, real valued stochastic process on some probability space (Ω, P). We say t(t<sub>1</sub>, t<sub>2</sub>)≥s(s<sub>1</sub>, s<sub>2</sub>) if t<sub>i</sub>≥s<sub>i</sub>, i=1, 2. R<sub>1</sub>=(s:s<sub>1</sub>≤t<sub>1</sub> or s<sub>2</sub>≤t<sub>2</sub>) =σ{ξ<sub>s</sub>,
基金
Project supported by the National Natural Science Foundation of China