| 特殊半鞅的收敛集 |
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| 引用本文： | 任耀峰. 特殊半鞅的收敛集[J]. 数学杂志, 2005, 25(1): 7-12 |
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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： | Supported by the Science Research Foundation of Naval University of Engineering. |
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| 摘 要： | 本文讨论特殊半鞅的收敛集，利用随机过程的控制关系和停时技巧，给出了特殊半鞅的收敛集的一般定理，推广和改进了已有的部分结果．
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| 关 键 词： | 收敛集 局部鞅 特殊半鞅 |
ON THE SETS OF CONVERGENCE OF SPECIAL SEMIMARTINGALES |
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| Abstract. ON THE SETS OF CONVERGENCE OF SPECIAL SEMIMARTINGALES[J]. Journal of Mathematics, 2005, 25(1): 7-12 |
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| Authors: | Abstract |
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| Abstract: | In this paper, we study the sets of convergence of special semimartingales, by the domination relationship of the stochastic processes and the stopping technique, we obtain a general result on the sets of convergence of special semimartingales. The results improve some results known previously. |
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| Keywords: | set of convergence local martingale special semimartingale |
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