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两指标点过程的停止及σ-域

The Stopping and Filtrations of Two-Parameter Point Processes
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摘要 本文给出两指标点过程的跳线刻划、停止方法,论述了跳线的可测性及点过程有关的σ-域的结构和特征。 We use jumping-lines to characterize the two-parameter point processes, the jumping-lines are proved to have good measurability. We have also defined the stopping of two-parameter point processes, and obtained some simple structure of nitrations of the two-parameter processes.
出处 《数学学报(中文版)》 SCIE CSCD 北大核心 2003年第5期851-856,共6页 Acta Mathematica Sinica:Chinese Series
关键词 两指标点过程 停线 跳线 Two-parameter point processes Stopping line Jumping-line
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参考文献3

  • 1Merzbach E, Nualart D, A martingale approach to point processes the plane, Ann. Prob., 1988, 16:26,5-274.
  • 2Long Y H,Chen P D,The space of seperating lines in plane,Journal of Central China Normal University,1994,28(2):162-167(in Chinese).
  • 3Merzbach E, Stopping for two-dimentional stochastic processes, Stochastic Processes and Their Application,1980, 10: 49-63.

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