In this paper,we obtain a lifting theorem for standard quasi-martingales by the nonstandard stochastic analysis at first,and construct a decomposing theorem for nonstandard quasi-martingales,and then obtain a decomposing theorem for standard quasi-martingales by the pushing-down method.
参考文献
相似文献
引证文献
引用本文
李兵. Loeb 空间上的拟鞅提升及分解定理[J].国防科技大学学报,1995,17(4):132-135 ,142. Li Bing. A Lifting and Decomposing Theorem for Quasi-Martingales On the Loeb Space[J]. Journal of National University of Defense Technology,1995,17(4):132-135 ,142.