两参数随机过程的投影定理

Projection theorems of two-parameter stochastic processes

研究两参数随机过程的投影定理,所得结果推广了已有结果,并对鞅论上的重大理论问题,如Doob Meyer分解定理的解决有重要的参考价值.

Projection theorems of twoparameter stochastic processes are discussed. Some new results are obtained and extended. These results maybe solve the important problems such as decomposition of DoobMeyer's theorem in twoparameter stochastic processes.