The purpose of tall Paper is to geueralize the Girsanov theorem to the case of a local martingale. The author uses the generalized Girsanov theorem to prove the existence ed uniqueness of diffusion processes with sigu...The purpose of tall Paper is to geueralize the Girsanov theorem to the case of a local martingale. The author uses the generalized Girsanov theorem to prove the existence ed uniqueness of diffusion processes with sigular drift terms.This result is much more general than the corresponding results in [4] and [8].展开更多
In this paper,a class of functionals of Kaplan-Meier estimator is investigated.Counting process martingale methods are used to show the asymptotic normality,and we establish a mean square error inequality and a probab...In this paper,a class of functionals of Kaplan-Meier estimator is investigated.Counting process martingale methods are used to show the asymptotic normality,and we establish a mean square error inequality and a probability inequality of them without the assumption that F,G are continuous,where F,G are survival time distribution and censoring time distribution respectively.展开更多
文摘The purpose of tall Paper is to geueralize the Girsanov theorem to the case of a local martingale. The author uses the generalized Girsanov theorem to prove the existence ed uniqueness of diffusion processes with sigular drift terms.This result is much more general than the corresponding results in [4] and [8].
基金This project is supported by China Postdoctoral Science Foundation
文摘In this paper,a class of functionals of Kaplan-Meier estimator is investigated.Counting process martingale methods are used to show the asymptotic normality,and we establish a mean square error inequality and a probability inequality of them without the assumption that F,G are continuous,where F,G are survival time distribution and censoring time distribution respectively.
