n指标的下鞅分解定理

DECOMPSITION THEOREMS OF nPARMETER SUBMARTINGULES

本文讨论n维连续指标的L^1右连续Ⅰ弱下鞅,Ⅰ下鞅,Ⅰ强下鞅分解成相应类型的鞅与增过程之和的问题,得到了用一致可积性来刻划的可分解的充要条件。

This is the Continuous parameter version of[6],The main difference is that here we need Some additonal Condi-tion about uniform integrability to ensure the decomposition become possible.