两类拟序列鞅的结构与比较

Structure and Comparison of the Two Quasi-mil Sequential

设(Ω,A,(An),P)是一个概率空间,其中(An)是A的子σ-域,首先我们研究A和(An)的结构,然后给出两种拟序列鞅的比较结果.

Let （Ω,A,（An）,P） is a probability space, where （An） are suba-fields of A. First we consider the structures of A and （An） , then we give some comparison results for the two quasi-mils martingales.