引用本文: | 金治明.跳测度的可料对偶投影[J].国防科技大学学报,2000,22(2):110-114.[点击复制] |
JIN Zhiming.The Predictable Dual Brojection of Jump Measure[J].Journal of National University of Defense Technology,2000,22(2):110-114[点击复制] |
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跳测度的可料对偶投影 |
金治明 |
(国防科技大学 理学院, 湖南 长沙 410073)
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摘要: |
证明了跳测度ν的Doob-Meyer 分解ν=m+π中,即π为跳测度的可料对偶投影, 也是ν-π的鞅特征。 |
关键词: 随机测度 可料对偶投影 跳测度 |
DOI: |
投稿日期:1999-08-03 |
基金项目: |
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The Predictable Dual Brojection of Jump Measure |
JIN Zhiming |
(College of Science, National Univ. of Defense Technology, Changsha 410073, China)
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Abstract: |
In this paper it is proved that the π is the predictable dual projection of jump measure ν and is the martingale character of m, where ν= m+ π is DoobMeyer decomposition of ν. |
Keywords: random measure predictable dual projection jump measure |
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