| 关于半鞅向量随机积分的一个注 |
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| 引用本文： | 屈田兴.关于半鞅向量随机积分的一个注[J].国防科技大学学报,2008,30(4):133-136. |
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| 作者姓名： | 屈田兴 |
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| 作者单位： | 国防科技大学,理学院,湖南,长沙,410073 |
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| 摘 要： | 建立了半鞅向量随机积分的一个结果,能方便处理可料过程在向量随机积分意义下对半鞅的分解随可料过程不同而不同的问题.作为其应用,给出了有关文献中定理的简洁证明.并利用其思想,得到了半鞅向量随机积分的一个重要性质.
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| 关 键 词： | 半鞅 向量随机积分 可料过程 特殊半鞅的典则分解 |
| 收稿时间： | 2008/1/22 0:00:00 |
A Note on the Vector Stochastic Integrals with Rsspect to Semimartingales |
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| QU Tianxing.A Note on the Vector Stochastic Integrals with Rsspect to Semimartingales[J].Journal of National University of Defense Technology,2008,30(4):133-136. |
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| Authors: | QU Tianxing |
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| Institution: | QU Tian-xing (College of Science,National Univ.of Defense Technology,Changsha 410073,China) |
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| Abstract: | In this paper,the vector stochastic integrals are considered with respect to semimartingales.It establishes a result which can be easily applied to the problem derived from the different predictable process in the decomposition of semimartingales in the sense of vector stochastic integrals.As its applications,a straightforward proof of theorem 4.2 and theorem 4.6 in ref.is provided,and by using this idea,an important property of the vector stochastic integrals with respect to semimartingales is presented. |
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| Keywords: | semimartingale vector stochastic integral predictable process canonical decomposition of special semimartingale |
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