heckle 发表于 2025-3-26 23:52:10
http://reply.papertrans.cn/48/4743/474227/474227_31.pngexorbitant 发表于 2025-3-27 03:47:26
http://reply.papertrans.cn/48/4743/474227/474227_32.png会犯错误 发表于 2025-3-27 05:57:19
Progress in Probabilityhttp://image.papertrans.cn/i/image/474227.jpg温顺 发表于 2025-3-27 11:26:04
Preliminaries,For each interval . in ℝ = (−∞,∞) let .(.) denote the σ-field of Borel subsets of .. For each . ∈ ℝ. = ) and let . denote .(ℝ.) =∨... — the smallest σ-field containing .. for all . in ℝ..结合 发表于 2025-3-27 15:42:33
http://reply.papertrans.cn/48/4743/474227/474227_35.png愚笨 发表于 2025-3-27 19:59:32
http://reply.papertrans.cn/48/4743/474227/474227_36.png鄙视读作 发表于 2025-3-28 01:02:47
http://reply.papertrans.cn/48/4743/474227/474227_37.pngCLAP 发表于 2025-3-28 03:01:51
Applications of the Ito Formula,Theorem 6.1. A process M is a Brownian motion in ℝ if and only if it is a continuous local martingale with quadratic variation such that小画像 发表于 2025-3-28 07:53:11
,Local Time and Tanaka’s Formula,In this chapter . denotes a Brownian motion in ℝ. For each . ∞ ℝ we shall obtain a decomposition, known as Tanaka’s formula, of the positive submartingale |. — .| as the sum of another Brownian motion . and a continuous increasing process .(·, .). The latter is called the local time of . at ., a fundamental notion invented by P. Lévy (see ).我不死扛 发表于 2025-3-28 11:37:30
http://reply.papertrans.cn/48/4743/474227/474227_40.png