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| The Expectation of Stopped Semiamarts and Regularity and Closeness of Amart |
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Citation： |
Wang Zhenpeng.The Expectation of Stopped Semiamarts and Regularity and Closeness of Amart[J].Chinese Annals of Mathematics B,1987,8(3):375~380 |
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Net amount： 758 |
Authors： |
Wang Zhenpeng; |
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| Abstract： |
In this paper the author proves that the conditions (D): \[\mathop {\sup }\limits_n {E_n}|{x_n}| < \infty \] and (C):E|x\tau|I_{\tau <\infinity}<\infinity,\forall \tau \in \bar T are equivalent,if (x_n,F_n) is a semiamart, where T is the set of all stopping times. Therewith the regularity and closeness of amarts are discussed, some known results concerhing the martingales are shown to remain valid for amarts. |
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