| 正交增量鞅的平方变差和混合积分 |
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| 引用本文： | 赵觐周,赵雅明. 正交增量鞅的平方变差和混合积分[J]. 陕西师范大学学报(自然科学版), 1990, 0(2) |
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| 作者姓名： | 赵觐周 赵雅明 |
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| 作者单位： | 陕西师范大学数学系，鞍山师范专科学校数学系 |
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| 摘 要： | 研究了二参数正交增量鞅的平方变差和混合积分,证明了平方变差的存在定理。对连续的平方可积强鞅的混合积分的四个基本性质推广到对连续的正交增量鞅的混合积分的情形。
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| 关 键 词： | 鞅论 正交增量鞅 可料增过程 平方变差 混合积分 |
The Quadratic Variation and Mixed Integrals of the Martingales with Orthogonal Increments |
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| Zhao Jinzhou. The Quadratic Variation and Mixed Integrals of the Martingales with Orthogonal Increments[J]. Journal of Shaanxi Normal University: Nat Sci Ed, 1990, 0(2) |
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| Authors: | Zhao Jinzhou |
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| Abstract: | The quadratic variation and mixed integrals of the martingales with orthogonal increments are studied. The theorem for the existence of quadratic variation is proved. The four basic properties of mixed integrals for the continuous square integrable strong martingales are applied further to continuous martingales with orthogonal increments. |
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| Keywords: | martingales theory martingales with orthogonal increments predictable increasing processes quadratic variation mixed integral |
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