摘要
讨论了离散时间数集值序下鞅的Doob停止定理,并获得连续时间集值序下鞅的Doob停止定理.
The Doob stopping theorem for set-valued order submartingale with discrete time is discussied,and the Doob stopping theorem for set-valued order submartingale with continuous time is obtained.
出处
《纺织高校基础科学学报》
CAS
2005年第2期116-119,共4页
Basic Sciences Journal of Textile Universities
基金
陕西省教育厅自然科学专项基金资助项目(03JK063)