摘要
采用不同于M.Dozzi的方法讨论了广义Brown单的Harnesses,并给出其局部鞅刻划.通过推广张润楚提出的两参数过程的B-Harnesses定义,得到了具有连续轨道和平方可积过程的这种Harnesses对广义Brown单的表征。
In this paper,adopting method which is different from one ofDozzi's paper, the author deals with Harnesses of generalized BrownianSheet and gives its local martingale description. By extending definition ofB-Harnesses of two-parameter process posed by ZhangRunchu,author obtainsa characterization of this Harnesses for generalized Brownian sheet withinthe class of square integrable processe with continuous trajectory.
出处
《湘潭大学自然科学学报》
CAS
CSCD
1992年第2期111-115,共5页
Natural Science Journal of Xiangtan University
基金
国家自然科学基金
关键词
布朗单
逆鞅
Harness性
rownian B sheet
reversed martingale
Harnesses
