无限状态空间上的测度和鞅

数学物理学报 ›› 1997, Vol. 17 ›› Issue (2): 229-234.

无限状态空间上的测度和鞅

陈泽乾

武汉大学数学系武汉 430072

收稿日期:1996-03-20 修回日期:1996-09-17 出版日期:1997-04-26 发布日期:1997-04-26

Measures and Martingales on Infinite State Spaces

Chen Zeqian

Department of Mathematics, Wuhan University, Wuhan 430072

Received:1996-03-20 Revised:1996-09-17 Online:1997-04-26 Published:1997-04-26

摘要/Abstract

摘要： 建立无限状态空间上的Radon-Nikodym定理和Riesz表示定理,引进测度值鞅并应用于超过程.

关键词: 偏Radon-Nikodym导数, w^*-积分, 测度值鞅, 超过程

Abstract: The Radon-Nikodym theorem and Riesz representation theorem on infinite state spaces are built. Then we introduce the notion of measure-valued martingales. The measure-valued martingales are different from the usual vector-valued inartingales and can be applied to superprocesses.

Key words: Polish spaces, partial Radon-Nikodym derivatives, bimeasures, measure-valued martingales

陈泽乾. 无限状态空间上的测度和鞅[J]. 数学物理学报, 1997, 17(2): 229-234.

Chen Zeqian. Measures and Martingales on Infinite State Spaces[J]. Acta mathematica scientia,Series A, 1997, 17(2): 229-234.

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