| 有限维半鞅序列的U.T.性及随机积分序列的弱收敛 |
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| 引用本文： | 谢颖超,陈彬.有限维半鞅序列的U.T.性及随机积分序列的弱收敛[J].徐州师范大学学报(自然科学版),1991(4). |
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| 作者姓名： | 谢颖超 陈彬 |
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| 作者单位： | 徐州师范学院数学系
(谢颖超)，徐州师范学院数学系(陈彬) |
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| 摘 要： | 本文讨论了关于有限维半鞅序列的随机积分序列的弱收敛性和与此半鞅序列相对应的二次变差过程及张量二次变差过程的弱收敛性,推广和修改了Jakubowski A,Memin J,Pages G,1] DarrellD,Philip P2] 中相应的结果。
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| 关 键 词： | 半鞅 弱收敛 随机积分 半鞅的二次变差过程 Uniform Tension 性 |
THE U. T. PROPERTY OF SEMIMARTINGALES AND THE WEAK CONVERGENCE OF STOCHASTICS INTEGRAL ON THE FINITE EUCLID SPACE |
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| Xie Yingchao and Chen Bin.THE U. T. PROPERTY OF SEMIMARTINGALES AND THE WEAK CONVERGENCE OF STOCHASTICS INTEGRAL ON THE FINITE EUCLID SPACE[J].Journal of Xuzhou Normal University(Natural Science Edition),1991(4). |
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| Authors: | Xie Yingchao and Chen Bin |
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| Institution: | Xie Yingchao and Chen Bin |
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| Abstract: | In this paper, we study the weak convergences of stochastic integrals and quadratic variations and the tenson quadratic variations of semimartingales on the finite Euclid Space. The conclusions in Jaknbowski A , Memin J , and Pages G 1]and Darrell D and Philip P 2] are extended and in proved. |
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| Keywords: | Semimartingale Weak convergence Stochastic integral Quadratic variation of semimartingale Uniform Tension property |
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