摘要
研究了一类多指标随机过程在增道路0(t)下的表现定理.引入了多指标局部鞅的概念,并基于一个多指标过程成鞅的充要条件,得到了此局部鞅在增道路下的表现定理.作为一个特例,得到了过程是多指标Wiener过程的判定准则.
The representation theorem of a certain class of multiparameter stocha- stic processes under the increasing path 0(t) is investigated by introducing the concept of multiparameter local niartingales. Based on this concept and the sufficient and necessary conditions of a multiparameter process being a martingale, the representation theorem of such local martingale is obtained. As a special case, the criterion of multiparameter Wiener process is got.
出处
《北京师范大学学报（自然科学版）》
CAS
1988年第3期1-6,共6页
Journal of Beijing Normal University(Natural Science)
关键词
多指标Wiener过程
多指标鞅
多指标局部秧
增道路
BROWN运动
multiparameter Wiener process, multiparameter martingale, multiparameter local martingale, increasing path, Brownian motion.
