| 可积鞅测度的弱收敛(英语) |
| |
| 引用本文： | 谢颖超. 可积鞅测度的弱收敛(英语)[J]. 应用概率统计, 1996, 0(4) |
| |
| 作者姓名： | 谢颖超 |
| |
| 作者单位： | 徐州师范大学 徐州 |
| |
| 基金项目： | Research partially supported by Foundations of National Natural Science of China |
| |
| 摘 要： | 本文引入了可积鞅测度弱收敛的概念,并给出了可积鞅测弱收敛的一系列条件
|
| 关 键 词： | 可积鞅测度 弱收敛 |
Weak Convergence of Integrable Martingale Measures |
| |
| XIE YINGCHAO. Weak Convergence of Integrable Martingale Measures[J]. Chinese Journal of Applied Probability and Statisties, 1996, 0(4) |
| |
| Authors: | XIE YINGCHAO |
| |
| Abstract: | In this paper, we introduce the concept of weak convergence of integrable martingale measures in distribution, which is organic combination of weak convergence of finite measures and convergence of martingales in distribution, and the conditions are provided for weak convergence of martingale measures. |
| |
| Keywords: | Integrable martingale measure weak convergence. |
| 本文献已被 CNKI 等数据库收录！ |
