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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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