| 两指标随机过程的停止 |
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| 引用本文： | 金海红,冶继民. 两指标随机过程的停止[J]. 西安石油大学学报(自然科学版), 2002, 17(5): 86-88 |
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| 作者姓名： | 金海红 冶继民 |
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| 作者单位： | 1. 西安石油学院信息科学系,陕西西安,710065
2. 西安电子科技大学理学院,陕西西安,710071 |
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| 摘 要： | ~~(2 ) z∈ R+ 2 ,{z∈ D′{ D
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| 关 键 词： | ~~ |
| 文章编号： | 1001-5361(2002)05-0086-03 |
| 修稿时间： | 2001-11-09 |
Stopping of Two-parameter Stochastic Processes |
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| JIN Hai hong,YE Ji min. Stopping of Two-parameter Stochastic Processes[J]. Journal of Xian Shiyou University, 2002, 17(5): 86-88 |
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| Authors: | JIN Hai hong YE Ji min |
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| Abstract: | The stopping of σ filtration and stochastic processes are defined by stopping fields, whose many properties are similar to those in one parameter case. It is also proven that the stopping of stochastic processes keeps the properties of martingales, right continuity, uniform integrability and L log + L integrability. |
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| Keywords: | stochastic process stopping field filtration martingale strong martingale |
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