摘要
本文定义了有界可料过程对二指标L(log^+L)~3有界鞅的随机积分,并证明了有界可料过程对L(log^+L)~3有界鞅的随机积分是一个L(log^+L)有界鞅。
This paper deals with the definition of stochastic integration of L(log + L)3 -bounded two-parameter martingale. Then, we proved that for any bounded previsiblc two-parameter processes F and L(Iog + L)3 -bounded two-parameter martingale M, the stochastic integration f.FdM is a L(log+ L)-bounded martingale.
出处
《工程数学学报》
CSCD
1991年第3期51-60,共10页
Chinese Journal of Engineering Mathematics
