| 与过程相联系的σ-代数流 |
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| 引用本文： | 罗建华,冯志明.与过程相联系的σ-代数流[J].工科数学,2012(4):50-53. |
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| 作者姓名： | 罗建华 冯志明 |
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| 作者单位： | [1]中南林业科技大学理学院,长沙410004 [2]乐山师范学院数学系,乐山614000 |
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| 摘 要： | 讨化了σ-代数流的结构,并给出其一般性的结果;归纳出各σ-代数流的相互关系;最后介绍其两个简单应用.
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| 关 键 词： | π系 σ-代数流 停时 两参数随机过程 鞅 |
Filtrations Associated with Process |
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| LUO J ian-hua,FENG Zhi-ming.Filtrations Associated with Process[J].Journal of Mathematics For Technology,2012(4):50-53. |
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| Authors: | LUO J ian-hua FENG Zhi-ming |
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| Institution: | 1. College of Sciences, Central South University of Forestry and Technology, Changsha 410004, China; 2. Department of Mathematics, Leshan Teachers College, Leshan 614000, China) |
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| Abstract: | The structures of filtrations are discussed, and the general results are given. The interrelationships of a few filtrations are generalized. Finally two brief applications of filtrations are introduced. |
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| Keywords: | π-system filtrations stopping tiom two-parameter stochastic process Martingale |
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