heckle 发表于 2025-3-26 23:52:10

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exorbitant 发表于 2025-3-27 03:47:26

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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

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愚笨 发表于 2025-3-27 19:59:32

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鄙视读作 发表于 2025-3-28 01:02:47

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CLAP 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

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查看完整版本: Titlebook: Introduction to Stochastic Integration; K. L. Chung,R. J. Williams Book 19831st edition Springer Science+Business Media New York 1983 Mart