| 关于两指标半鞅的一般性定义 |
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| 引用本文： | 谭光兴.关于两指标半鞅的一般性定义[J].陕西师范大学学报,1989(3). |
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| 作者姓名： | 谭光兴 |
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| 作者单位： | 陕西师大数学系 |
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| 摘 要： | 本文把几个主要的两指标半鞅概念统一在一个形式之中,给出了新的半鞅定义,讨论了它的基本性质,证明了简单可料过程关于这种半鞅的i.s。随机积分仍是半鞅。
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| 关 键 词： | 半鞅 i.s.随机积分 拟鞅 |
On the General Definition of Two-parameter Semimartingale |
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| Tan Guangxing.On the General Definition of Two-parameter Semimartingale[J].Journal of Shaanxi Normal University: Nat Sci Ed,1989(3). |
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| Authors: | Tan Guangxing |
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| Institution: | Department of Mathematics |
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| Abstract: | In this paper, a new concept of two-parameter Semimartingale is given b unifying several concepts of two-parameter semimartingale into one form. It's basic properties are discussed, and it has been demonstrated that the i.S. stochastic integration with respect to semimartingales for simple predictable processes is still semimartingales. |
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| Keywords: | semimartingale i s stochastic integration quasimartingale |
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