کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5775172 | 1413577 | 2017 | 22 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
The quadratic variation of continuous time stochastic processes in vector lattices
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز ریاضی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: The quadratic variation of continuous time stochastic processes in vector lattices The quadratic variation of continuous time stochastic processes in vector lattices](/preview/png/5775172.png)
چکیده انگلیسی
We define and study order continuity, topological continuity, γ-Hölder-continuity and Kolmogorov-Äentsov-continuity of continuous-time stochastic processes in vector lattices and show that every such kind of continuous submartingale has a continuous compensator of the same kind. The notion of variation is introduced for continuous time stochastic processes and for a γ-Hölder-continuous martingale with finite variation, we prove that it is a constant martingale. The localization technique for not necessarily bounded martingales is introduced and used to prove our main result which states that the quadratic variation of a continuous-time γ-Hölder continuous martingale X is equal to its compensator ãXã.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 450, Issue 1, 1 June 2017, Pages 314-329
Journal: Journal of Mathematical Analysis and Applications - Volume 450, Issue 1, 1 June 2017, Pages 314-329
نویسندگان
Jacobus J. Grobler, Coenraad C.A. Labuschagne,