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| 两指标过程的停止 | |
| 引用本文： | 霍永亮. 两指标过程的停止[J]. 湛江师范学院学报, 1997, 0(2) |
| 作者姓名： | 霍永亮 |
| 作者单位： | 榆林高等专科学校数学系!陕西榆林，719000 |
| 摘 要： | 本文利用条件期望这样一个表达式给出了两指标过程在停止点处的停止定义，得到了保存鞅性质、连续性、一致可积性、Llog＋可积性等结果顺便推广了严加安（参考文献［6］）的两个定理． |
| 关 键 词： | 停点 过程的停止 Forque停止 |
STOPPING OF TWO-PARAMETEER PROCESSES |
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| Huo Yongliang. STOPPING OF TWO-PARAMETEER PROCESSES[J]. Journal of Zhanjiang Normal College, 1997, 0(2) | |
| Authors: | Huo Yongliang |
| Abstract: | This paper, by using the expression of conditional expectation, defines the stopping of two parameter processes at the stopping poit, and therefore keeps the results of martingle properly, continuty, uniform integrability and Llog L integrability. The two theorems in Yan's paper [6] are also developed at the end of this paper. |
| Keywords: | stopping piont stopping of process Fouque stopping |
| 本文献已被 CNKI 等数据库收录！ | |