一类过程A的E｜_∞｜~2表现与估计

THE REPRESENTATIONS AND ESTIMATIONS OF E|A～∞|2 FOR A CLASS OF STOCHASTIC PROCESSES A

本文针对不同的停时类型讨论了一类典型过程Ａ的对偶可料投影Ａ～之Ｅ｜Ａ～∞｜２的表现，并由此表现得到了它的估计，从而对［１］中相应结论给出了有意义的修正。

In this paper,representations of E|A～∞|2 of dual predictable projection A～ for a class of typical stochastic processes A with respect to different varieties of Stopping times are discussed,and estimations of E|A～∞|2 are obtained from them.Therefor,the results of was valuable revised.