两指标局部鞅

Local Martingales of Two-parameter

给出了新的停止意义下的局部鞅，得到了类似于单指标局部鞅的一些结果，在Ｇ（Ｆ４）条件下，局部鞅的停止为局部鞅。Ｌｌｏｇ＋Ｌ－可积局部鞅有正则修正。

This paper gives the two-parameter local martingales unedr new stopping context, and hence certain results are similar to the local martingales of one-parameter obtained. Under g(F 4) condition, the stopping of two-parameter local martingales is local martingales. The local martingales of Llog +L-integrals possess cadlag modifications.