数学季刊 ›› 2006, Vol. 21 ›› Issue (3): 434-442.

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两类拟序列列鞅的结构与比较

  

  1. Department of Mathematics, Shangqiu Vocational Technical College, Shangqiu 476000, China 
  • 收稿日期:2005-09-12 出版日期:2006-09-30 发布日期:2023-11-29
  • 作者简介:SUN Sheng-li(1963-),male,native of Minquan,Henan,an associate professor of Shangqiu Vocational Technical College,visiting scholar of Tsinghua University,engages in stochastic analysis and financial mathematical.
  • 基金资助:
    There are several important generalizations of martingales such as games fairer with time, quasi-mils and sequential  Supported by the Natural Science Foundation of the Education Department of Henan province(200510483002);

Some Structure and Comparison Results for Sequential Martingales in the Limit

  1. Department of Mathematics, Shangqiu Vocational Technical College, Shangqiu 476000, China 
  • Received:2005-09-12 Online:2006-09-30 Published:2023-11-29
  • About author:SUN Sheng-li(1963-),male,native of Minquan,Henan,an associate professor of Shangqiu Vocational Technical College,visiting scholar of Tsinghua University,engages in stochastic analysis and financial mathematical.
  • Supported by:
    There are several important generalizations of martingales such as games fairer with time, quasi-mils and sequential  Supported by the Natural Science Foundation of the Education Department of Henan province(200510483002);

摘要: There are several important generalizations of martingales such as games fairer with time, quasi-mils and sequential martingales in the limit. In the note, we shall consider all possible structures of a probability space (Ω, A, (An), P) associated with a stochastic basis(An) of subσ-fields of A with An↑A. Then, we shall apply them to establish some comparison results for the aforementioned generalizations of martingales.

关键词: :quasi-mils, sequential , martingales , in , the , limit, purely , atomic , o-field

Abstract: There are several important generalizations of martingales such as games fairer with time, quasi-mils and sequential martingales in the limit. In the note, we shall consider all possible structures of a probability space (Ω, A, (An), P) associated with a stochastic basis(An) of subσ-fields of A with An↑A. Then, we shall apply them to establish some comparison results for the aforementioned generalizations of martingales.

Key words: :quasi-mils, sequential , martingales , in , the , limit, purely , atomic , o-field

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