| H-值半鞅测度的弱收敛 |
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| 引用本文： | 周清.H-值半鞅测度的弱收敛[J].应用数学学报,2004,27(4):663-673. |
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| 作者姓名： | 周清 |
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| 作者单位： | 中国科学院数学与系统科学研究院,北京,100080 |
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| 摘 要： | 本文引进了H-值半鞅测度，研究了其基本性质和与之相联系的随机积分，本文还引入了H-值半鞅测度序列依分布弱收敛的概念，建立了H-值半鞅测度的极限定理，给出了H-值半鞅测度弱收敛的条件。
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| 关 键 词： | 半鞅 弱收敛 测度 极限定理 度序列 随机积分 基本性质 条件 概念 引进 |
VAGUE CONVERGENCE OF H-VALUED SEMIMARTINGALE RANDOM MEASURES |
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| ZHOU QING.VAGUE CONVERGENCE OF H-VALUED SEMIMARTINGALE RANDOM MEASURES[J].Acta Mathematicae Applicatae Sinica,2004,27(4):663-673. |
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| Authors: | ZHOU QING |
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| Abstract: | In this paper, we introduce the notion of H-valued semimartingale random measures and investigate their fundamental properties. We also study stochastic integrals with respect to ff-valued semimartingale random measures and introduce the concept of vague convergence of H-valued semimartingale random measures. Some limit theorems of H-valued semimartingale random measures are established. |
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| Keywords: | H-valued semimartingale random measures stochastic integrals limit theorems |
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