两类拟序列列鞅的结构与比较

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

两类拟序列列鞅的结构与比较

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

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/Abstract

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, (A_n), P) associated with a stochastic basis(A_n) 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, (A_n), P) associated with a stochastic basis(A_n) 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

中图分类号:

O211.6

孙胜利. 两类拟序列列鞅的结构与比较[J]. 数学季刊, 2006, 21(3): 434-442.

SUN Sheng-li . Some Structure and Comparison Results for Sequential Martingales in the Limit[J]. Chinese Quarterly Journal of Mathematics, 2006, 21(3): 434-442.

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