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The Nonstandard Representation of Optimal Stopping of a Class of Right Continuous Processes on Loeb Spaces 被引量:2
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作者 刘普寅 金治明 《Journal of Mathematical Research and Exposition》 CSCD 1999年第1期65-73,共9页
In the paper,we obtain the SRC lifting of a right continuous, left upper semi-continuous random process on a Loeb space.And show the existence of S-optimal stopping of an internal process,construct the S-optimal stopp... In the paper,we obtain the SRC lifting of a right continuous, left upper semi-continuous random process on a Loeb space.And show the existence of S-optimal stopping of an internal process,construct the S-optimal stopping. Finally we prove the fact that the standard part of the S-optimal stopping of a SRC lifting is the optimal stopping of the corresponding standard process,which generalizes the conclusions in [8]on a Loeb space. 展开更多
关键词 SRC lifting standard part S-optimal stopping
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