| 流形上半鞅线积分与半鞅互变差的注记 |
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| 引用本文： | 龚光鲁.流形上半鞅线积分与半鞅互变差的注记[J].应用概率统计,1995,11(1):77-81. |
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| 作者姓名： | 龚光鲁 |
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| 作者单位： | 清华大学 北京100084 |
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| 摘 要： | 给出了两流形上半鞅的互变差。
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| 关 键 词： | 互变差 半鞅线积分 流形 半鞅互变差 |
A NOTE ON LINE INTEGRAL AND MUTUAL VARIATION OF SEMIMARTINGALES ON MANIFOLDS |
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| GONG QUANGLU.A NOTE ON LINE INTEGRAL AND MUTUAL VARIATION OF SEMIMARTINGALES ON MANIFOLDS[J].Chinese Journal of Applied Probability and Statisties,1995,11(1):77-81. |
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| Authors: | GONG QUANGLU |
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| Abstract: | The mutual variation process of two semimartingales xt and yt on manifolds M and N is defined as a (T*MT*N)* valued process. |
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| Keywords: | mutual variation line integral along semimartingale |
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