Imkeller P. — Two-Parameter Martingales and Their Quadratic Variation :: Электронная библиотека попечительского совета мехмата МГУ

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Imkeller P. — Two-Parameter Martingales and Their Quadratic Variation

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Название: Two-Parameter Martingales and Their Quadratic Variation

Автор: Imkeller P.

Язык:

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1988

Количество страниц: 175

Добавлена в каталог: 15.08.2008

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID

Предметный указатель

$\mathbb{F}_{i}$ -optional      35
$\mathbb{F}_{i}$ -previsible      35
$\mathbb{F}_{i}$ -progressively measurable      35
$\phi$ -bounded      27
Accessible part (for $S^{0}$ )      115
Accessible part (for s ( $S^{i}$ ))      116
Admissible      39
Boundary (of simple set)      104
Bounded variation      24
Closed envelope      68
Co-moderate      27
Compensator      130
Conditional independence      24
Conjugate exponent      27
Conjugate function      27
Continuous part (of increasing process)      107
Continuous part (of martingale)      157
Continuous part (operator)      156
Doleans measure      40
Doleans set function      40
Dual projection, i-optional      51
Dual projection, i-optional, $\bar{i}$ -previsible      91
Dual projection, i-previsible (i-submartingale)      56
Dual projection, i-previsible (increasing process)      51
Dual projection, i-previsible (weak submartingale)      58
Dual projection, optional      91
Dual projection, previsible (increasing process)      91
Dual projection, previsible (weak submartingale)      94
Evanescent      25
Exponent (of moderate function)      27
i-inaccessible, i-accessible part (for $S^{0}$ )      115
i-jump of M on simple set      118
i-jump part (of increasing process)      107
i-jump part (of martingale)      157
i-jump part (operator)      156
i-martingale      39
i-optional      35
i-part (for stopping line)      68
i-previsible      35
i-previsible process (of martingale)      97
i-previsible rectangle      36

i-previsible, $\bar{i}$ -inaccessible      110
i-progressively measurable      35
i-shadow (of simple set)      104
i-simple set      103
Inaccessible (for $s(S^{i})$ )      110
Inaccessible part (for $s(S^{i})$ )      116
Increasing process      39
Increasing process associated with (simple set)      108
Integral process (for increasing process)      41
Line of first entrance      68
Martingale      39
Martingale, weak      39
Moderate      27
Of class $D^{i}$       53
Of class D      93
Open envelope      68
OPTIONAL      35
Orthogonal      42
Orthogonal variation      42
Predictable      70
Previsible      36
Previsible elementary process      81
Previsible i-stopping point      44
Previsible process (of martingale)      97
Previsible rectangle      36
Progressively measurable      35
Projection, i-optional      49
Projection, i-previsible      49
Projection, i-previsible, $\bar{i}$ -optional      90
Projection, optional      90
Projection, previsible      90
Quadratic i-variation      133
Quadratic variation      133
Regular (for function)      30
Regular (for process)      35
Regular elementary function      31
Right-continuous (for filtration)      24
S-continuous (for functions)      30
S-continuous (for processes)      35
S-limits (for function)      30
S-limits (for process)      35
Set of exposed points      68

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