Φ*-值鞅测度的表示定理

Representation of Φ*-valued Martingale Measures

  • 摘要: 本文研究了L(Φ,Ψ)值随机过程关于Φ-值鞅测度的随机积分和Φ值鞅测度的表示定理.

     

    Abstract: This work is devoted to the study of the stochastic integrals of L(Φ**)-valued processes with respect to martingale measures with values in the dual of a nuclear space Φ and the representation of Φ* -valued martingale measures

     

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