| 鞅收敛定理的讨论 |
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| 引用本文： | 王灏.鞅收敛定理的讨论[J].陕西师范大学学报,1991(2). |
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| 作者姓名： | 王灏 |
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| 作者单位： | 陕西师大数学系 |
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| 摘 要： | 设(Ω,F,μ)为一概率空间,{F_n}_(n∈N)为一列上升的F的子σ代数,N表示非负整数集合。定义设{X_n,F_n}_(n∈N)为一鞅(上鞅),由{X_n}的任一子列{X_n_k}构成的鞅(上鞅){X_n_k,F_n_k}_(k∈N)称为{X_n}的子鞅(子上鞅)。为方便起见,简记鞅(上鞅)为{X_n},子
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A discussion on convergent theorem of martingales |
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| Wang Hao.A discussion on convergent theorem of martingales[J].Journal of Shaanxi Normal University: Nat Sci Ed,1991(2). |
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| Authors: | Wang Hao |
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| Institution: | Department of Mathematics |
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| Abstract: | It is shown that in the three classical convergent theorems of martingale, the martingale {X_n} converges whenever there exists a sub-martingale {X_n_k} of {X_n} which satisfies the same condition of{X_n}. Moreover, the conclusions are valid for martingales with values in Banach space. |
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| Keywords: | martingale sub-martingale convergent theorem |
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