摘要
基于停线局部平方可积强鞅随机积分的定义,研究局部平方可积强鞅随机积分的性质,得到了局部平方可积强鞅随机积分具有停止性等结果.
Based on the definition of the stochastic integral of local square strong martingale, the properties of the stochastic integral of local square strong martingale were discussed. Some important results that the stochastic integral of local square strong martingale have the properties of stopping and so on were obtained.
出处
《吉林大学学报（理学版）》
CAS
CSCD
北大核心
2008年第5期849-852,共4页
Journal of Jilin University:Science Edition
基金
国家自然科学基金(批准号:7037103170373046)
关键词
停线
局部平方可积强鞅
随机积分
stopping line
local square strong martingale
stochastic integral
