| 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 |
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(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 |
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(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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