摘要
发表于 2025-3-28 15:25:11
The Doob–Meyer Decompositionus uniformly integrable supermartingale . is said to be of class (D) if the set of random variables . is uniformly integrable (where . is the set of all stopping times). These were introduced in Section .
synchronous
发表于 2025-3-28 18:46:07
Filtrations, Stopping Times and Stochastic Processesach of which is random. Our goal in this section is to build a mathematical understanding of these ‘stochastic processes’, that is, of collections of random variables, the values of which become revealed through time.
lanugo
发表于 2025-3-28 23:38:47
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progestin
发表于 2025-3-29 06:44:59
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反感
发表于 2025-3-29 09:03:47
The Doob–Meyer Decompositionundamentally useful property, and in this chapter we show that a similar decomposition holds for all right-continuous local supermartingales (and hence local submartingales). To obtain this, we first consider the particularly ‘nice’ class of processes given by class (D). Recall that a right-continuo
乳汁
发表于 2025-3-29 12:09:48
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粗鲁的人
发表于 2025-3-29 17:43:13
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压倒
发表于 2025-3-29 22:25:00
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chlorosis
发表于 2025-3-30 01:28:06
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Statins
发表于 2025-3-30 04:52:27
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