1·Moreover we investigate the relations for Markov processes, martingales and stationary processes systematically.
此外,还系统地研究了马氏过程、鞅及平稳过程之间的关系。
2·A convergence theorem of the transforms is proved, and then, as an application of it, the pointwise convergence of complex measure martingales is discussed in a precise way.
并且,作为该定理的一个应用,对复测度鞅的点态收敛性作了较精细的讨论。
3·Topics include measure theory, limit theorems, bounding probabilities and expectations, coupling and Stein's method, martingales, Markov chains, renewal theory, and Brownian motion.
主题包括测度论,极限定理,包围概率和期望,耦合和斯坦的方法,鞅,马尔可夫链,更新理论,和布朗运动。
4·The previsible stopping theorem of two-parameter strong martingales;
利用停线给出两指标强鞅停止的定义 。