关于条件Brown运动的分解

Decompositions on Conditional Brown Motion

分别利用比较无穷小算子和构造鞅的方法给出了Brown运动在给定终值、下界以及上、下界三种不同条件下的分解,并给出了具体的证明.

This paper gives the decompositions on Brownian Motion under three different conditions of given final value, low bound and low and up bounds by the methods of comparing their infinitesimal operators and constructing martingale, respectively, and their explicit proofs were offered.