| 随机过程论中两个定理的一种证法 |
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| 引用本文： | 赵生变.随机过程论中两个定理的一种证法[J].北京交通大学学报(自然科学版),1997(2). |
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| 作者姓名： | 赵生变 |
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| 作者单位： | 北方交通大学数学系 |
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| 摘 要： | 重对数律及布朗运动的鞅刻划为有关布朗运动的两个重要理论．本文在一维布朗运动有关定理的基础上，给出了多维布朗运动有关这两个定理的详细证明
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| 关 键 词： | n维布朗运动 重对数律 鞅刻划 |
A Proof of Two Theorems on Stochastic Process Theory |
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| Zhao Shengbian.A Proof of Two Theorems on Stochastic Process Theory[J].JOURNAL OF BEIJING JIAOTONG UNIVERSITY,1997(2). |
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| Authors: | Zhao Shengbian |
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| Abstract: | Law of the iterated logarithm and martingal property theorem are two important theorems about Brownian motion. On the basis of these theorems about 1-dimensional Brownian motion this paper gives a detailed proof of these theorems about n-dimensional Brownian motion. |
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| Keywords: | n-dimensional Brownian motion\ law of iterated logarithm\ martingal property |
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