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亚极限上(下)鞅与一致可积性

SUPER (SUB)-MIL AND UNIFORM INTEGRABILITY
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摘要 In this paper, the following results have been proved: (i) If ( Xn,Fn ) is a uniformly integrable super(sub)-Mil, then (X.) lower (upper)-semiconverges (a. s. ) to an integrable random variable; (ii) If (Xn,Fn) is a uniformly integrable adapted sequence, then that (Xn) lower(upper)-semiconverges (a. s. ) is equivalent to that (Xn,Fn)is a super(sub)-Mil; and (iii) If (Xn,Fn) is a super(sub)-Mil of class (c-)((c+)), then (Xn) is lower(upper)-semiconvergent (a. s, ). In this paper, the following results have been proved: (i) If ( Xn,Fn ) is a uniformly integrable super(sub)-Mil, then (X.) lower (upper)-semiconverges (a. s. ) to an integrable random variable; (ii) If (Xn,Fn) is a uniformly integrable adapted sequence, then that (Xn) lower(upper)-semiconverges (a. s. ) is equivalent to that (Xn,Fn)is a super(sub)-Mil; and (iii) If (Xn,Fn) is a super(sub)-Mil of class (c-)((c+)), then (Xn) is lower(upper)-semiconvergent (a. s, ).
作者 万成高 吴钢
机构地区 Mathematics Department
出处 《高校应用数学学报(A辑)》 CSCD 北大核心 1992年第1期 39-47,共9页 Applied Mathematics A Journal of Chinese Universities(Ser.A)
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参考文献3

  • 1Wang Zhenpeng,中国科学.A,1989年,8期,809页
  • 2Wang Zhenpeng,东北师大学报,1988年,4期,5页
  • 3Wang Zhenpeng,数学物理学报,1985年,5卷,301页

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