极大连续局部子部分的联合律及其极大值

Pub Date : 2021-02-05 DOI:10.1137/S0040585X97T990113
A. Gushchin
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引用次数: 1

摘要

我们考虑从零开始的收敛的最大连续局部子映射族。引入了该族过程的等价关系,使两个过程称为等价过程。。。
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The Joint Law of a Max-Continuous Local Submartingale and Its Maximum
We consider the family of converging max-continuous local submartingales starting from zero. An equivalence relation for processes of this family is introduced so that two processes are called equi...
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