摘要
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 .
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. The results improve some results known previously.
出处
《数学杂志》
CSCD
北大核心
2005年第1期7-12,共6页
Journal of Mathematics
基金
Supported by the Science Research Foundation of Naval University of Engineering.
关键词
收敛集
局部鞅
特殊半鞅
set of convergence
local martingale
special semimartingale
