| 局部平方可积鞅的比值不等式 |
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| 引用本文： | 任耀峰. 局部平方可积鞅的比值不等式[J]. 数学研究与评论, 2004, 24(1): 64-69 |
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| 作者姓名： | 任耀峰 |
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| 作者单位： | 海军工程大学基础部,湖北,武汉,430033 |
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| 基金项目： | Science Research Foundation of Naval University of Engineering(E307). |
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| 摘 要： | 本对局部平方可积鞅建立了几个比值不等式，推广了连续鞅的相应结果．
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| 关 键 词： | 停时 局部平方可积鞅 上鞅 比值不等式 连续鞅 |
On the Ratio Inequalities for Locally Square Integrable Martingales |
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| Abstract. On the Ratio Inequalities for Locally Square Integrable Martingales[J]. Journal of Mathematical Research and Exposition, 2004, 24(1): 64-69 |
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| Authors: | Abstract |
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| Abstract: | In this paper, we establish some ratio inequalities for locally square inte-grable martingales, and give some extensions of the related results for continuous local martingales. |
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| Keywords: | stopping time locally square integrable martingale supermartingale ratio inequality. |
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