摘要
本文利用停时方法给出复测度B值鞅的原子分解,讨论了复测度B值鞅空间的包含关系. 此结果是非负测度鞅的推广.
This paper studies the atomic decomposition of B-valued martingales with respect to complex measure with the stopping time method. And we discuss the conclusion relation of B-valued martingales spaces with respect to complex measure. The results are generalization of non-negative measure martingales.
出处
《数学杂志》
CSCD
北大核心
2005年第2期231-236,共6页
Journal of Mathematics
基金
国家自然科学基金资助项目(10371093)
关键词
复测度鞅
鞅空间
原子分解
martingales with respect to complex measure
martingale spaces
atomic decomposition
