| 一类多指标随机过程在增道路下的Lévy表现定理 |
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| 引用本文： | 王弘.一类多指标随机过程在增道路下的Lévy表现定理[J].北京师范大学学报(自然科学版),1988(3). |
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| 作者姓名： | 王弘 |
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| 作者单位： | 北京师范大学数学系 |
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| 摘 要： | 研究了一类多指标随机过程在增道路0(t)下的表现定理.引入了多指标局部鞅的概念,并基于一个多指标过程成鞅的充要条件,得到了此局部鞅在增道路下的表现定理.作为一个特例,得到了过程是多指标Wiener过程的判定准则.
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| 关 键 词： | 多指标Wiener过程 多指标鞅 多指标局部秧 增道路 Brown运动 |
LEVY'S REPRESENTATION THEOREM OF A CERTAIN CLASS OF STOCHASTIC PROCESSES UNDER THE INCREASING PATH |
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| Wang Hong.LEVY''''S REPRESENTATION THEOREM OF A CERTAIN CLASS OF STOCHASTIC PROCESSES UNDER THE INCREASING PATH[J].Journal of Beijing Normal University(Natural Science),1988(3). |
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| Authors: | Wang Hong |
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| Institution: | Deparment of Mathematics |
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| Abstract: | The representation theorem of a certain class of multiparameter stocha- stic processes under the increasing path 0(t) is investigated by introducing the concept of multiparameter local niartingales. Based on this concept and the sufficient and necessary conditions of a multiparameter process being a martingale, the representation theorem of such local martingale is obtained. As a special case, the criterion of multiparameter Wiener process is got. |
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| Keywords: | multiparameter Wiener process multiparameter martingale multiparameter local martingale increasing path Brownian motion |
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