A convergence theorem for a special class of stochastic processes
作者:
Richard Rödler,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1998)
卷期:
Volume 16,
issue 1
页码: 153-162
ISSN:0736-2994
年代: 1998
DOI:10.1080/07362999808809523
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
In the present paper we study a special kind of stochastic processes. The usefulness of the result is illustrated by their applications to the straightforward convergence analysis of several schemes. We consider a filtrated probability spaceand an adapted stochastic processfromFurther letbe a stochastic matrix which is adapted to the filtration. The processsatisfies the following conditionA special case of these processes is a classical submartingale
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