半鞅及其临界停时

本文讨论Ｂ－值Ｒ．Ｒ．Ｃ过程Ｗ的半鞅性及其与临界停时之间的关系，同时给出相应的临界停时的构作方法，并证明过程Ｗ为非半鞅的特征为Ｐ（＜∞）＞０．本文最后讨论两类矢值过程，它们具有一个Ｒ－控制过程，但不为半鞅．

Semimartingales and its Critical Stopping Times

This paper discusses the property of semimartingales of B-valued R. R.C. process W,and the relation between this property and critical stopping time ofW after giving the definition of and the structural approach to.A conclusionis drawn from this paper that the process W being a.non-semimartingale is characterized by P>0. Finally,two kinds of vector valued processes with R-control process are discussed,and they are shown to be non-semimartingales by the useof Theorem 2 in this paper.