首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Stochastic L2-Integration with a Locally Compact Time-Region
Abstract:This paper contains some results about the theory of stochastic L2-Integration with a general time-region. The starting point of our theory is not a family of σ-algebras but, more generally, a family of projection operators in the Hilbert space of all square integrable random functions. To do this we use some Hilbert space analysis as well as the methods of Metivier and Pellaumail.
Keywords:Continuous local martingales  Brownian motion  random time change  strong Markov processes
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号