Properties of hitting times for G-martingales and their applications
文献类型：期刊论文
| 作者 | Song, Yongsheng
|
| 刊名 | STOCHASTIC PROCESSES AND THEIR APPLICATIONS
 |
| 出版日期 | 2011-08-01 |
| 卷号 | 121期号:8页码:1770-1784 |
| 关键词 | G-martingale Stopping time Stopped process |
| ISSN号 | 0304-4149 |
| DOI | 10.1016/j.spa.2011.04.007 |
| 英文摘要 | In this article, we consider the properties of hitting times for G-martingales and the stopped processes. We prove that the stopped processes for G-martingales are still G-martingales and that the hitting times for a class of G-martingales including one-dimensional G-Brownian motion are quasi-continuous. As an application, we improve the G-martingale representation theorems of [7]. (C) 2011 Elsevier B.V. All rights reserved. |
| 语种 | 英语 |
| WOS记录号 | WOS:000292575200006 |
| 出版者 | ELSEVIER SCIENCE BV |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/12806]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Song, Yongsheng |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Song, Yongsheng. Properties of hitting times for G-martingales and their applications[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS,2011,121(8):1770-1784. |
| APA | Song, Yongsheng.(2011).Properties of hitting times for G-martingales and their applications.STOCHASTIC PROCESSES AND THEIR APPLICATIONS,121(8),1770-1784. |
| MLA | Song, Yongsheng."Properties of hitting times for G-martingales and their applications".STOCHASTIC PROCESSES AND THEIR APPLICATIONS 121.8(2011):1770-1784. |
入库方式： OAI收割
来源：数学与系统科学研究院
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