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| On Stochastic Integrals for Strong Martingales with n-Dimensibhal Parameter |
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Citation： |
Nie Zankan.On Stochastic Integrals for Strong Martingales with n-Dimensibhal Parameter[J].Chinese Annals of Mathematics B,1982,3(6):753~764 |
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Net amount： 865 |
Authors： |
Nie Zankan; |
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| Abstract： |
In this paper, we define PK(r)-predictable process $\Phi(\xi^1,\cdots,\xi^r)(\xi^q\in R_+^n,1\leq q \leq r \leq n)$ and its r-iterated stochastic integral with respect to a group of strong martingales $M=(M_1,\cdots,M_r)$ with n-dimensional parameter. We can express functional of strong martingale with proper properties by these stochastic integrals. Particularly, Square integrable functionals and martingale of Wiener process with 71-dimensional parameter are expressed by them so that the problem suggested by Wong, E. and Zakai, M, in[1] is solved with a method which differs from the method in[7], |
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