| Hilbert值鞅测度的表示定理 |
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| 引用本文： | 谢颖超.Hilbert值鞅测度的表示定理[J].徐州师范大学学报(自然科学版),1996(1). |
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| 作者姓名： | 谢颖超 |
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| 作者单位： | 徐州师范学院数学系 |
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| 基金项目： | 江苏省教委自然科学基金 |
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| 摘 要： | 研究Ｈｉｌｂｅｒｔ值鞅测度的表示定理，并在一定条件下，证明任一连续的Ｈｉｌｂｅｒｔ值正交鞅测度可以表示为Ｈｉｌｂｅｒｔ值Ｇａｕｓｓ鞅测度经时间变换后所得鞅测度的随机积分．
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| 关 键 词： | Hilbert值鞅测度，Gauss鞅测度，随机积分，表示定理 |
The Representation Theorems of Hilbert Valued Martingale Measures |
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| Xie Yingchao.The Representation Theorems of Hilbert Valued Martingale Measures[J].Journal of Xuzhou Normal University(Natural Science Edition),1996(1). |
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| Authors: | Xie Yingchao |
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| Abstract: | in this paper,the representation theorems of Hilbert valued martingale measures are studied. Each continuous orthogonal Hilbert valued martingale measure is the stochestic integral of the martingale measure obtained from Gauss martingale measure by time-changed image under some conditions. |
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| Keywords: | Hilbert valued martingale measures Gauss martingale measure stochestic integral representation theorems |
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