| 广义布朗单和两参数Harnesses |
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| 引用本文： | 庄兴无.广义布朗单和两参数Harnesses[J].福建师范大学学报(自然科学版),1988(4). |
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| 作者姓名： | 庄兴无 |
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| 作者单位： | 福建师范大学数学系 |
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| 摘 要： | 本文通过给出广义布朗单的鞅刻划,并利用两参数鞅理论,把4]中所提出盼harnesses概念进一步推广,证明了在平方可积和连续轨道的随机过程类中,这类harnesses刻划了两参数广义布朗单。
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| 关 键 词： | 布朗单 两参数鞅 harness |
Generalized Brownian Sheet and Two-parameter Harnesses |
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| Zhuang Xingwu.Generalized Brownian Sheet and Two-parameter Harnesses[J].Journal of Fujian Teachers University(Natural Science),1988(4). |
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| Authors: | Zhuang Xingwu |
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| Institution: | Department of Mathematics |
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| Abstract: | This paper extends the notions of harnesses which are given by M. Dozzi. By using the theory of two-parameter martingales and giving the characterization of martingales for generalized brownian sheet we prove a characterization of generalized brownian sheet within the class of square integrable processes with continuous trajectors by means of the extended harnesses. |
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| Keywords: | brownian sheet two-parrmeter martingales harness |
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