摘要
研究停线的两指标局部强鞅,证明局部强鞅的停止仍为局部强鞅.
The present paper deals with two-parameter local strong martingale of stopping line. Some important results like stopping of local strong martingale being local strong martingale etc- are proved.
出处
《吉林大学自然科学学报》
CSCD
1999年第4期8-10,共3页
Acta Scientiarum Naturalium Universitatis Jilinensis
关键词
停线
强鞅
局部强鞅
两指标局部鞅
stopping line, strong martingale, local strong martingale