1) quasi-martingale
拟鞅
1.
With quasi-martingale method,this paper solves an option pricing model in the fractional market,which makes original Black-Scholes equation as an special example.
本文从股价收益的时变性和波动的长记忆性两个方面考虑,建立了分数O-U过程;接着在分数风险中性测度下,利用分数情形下的Girsanov定理获得了分数O-U过程的唯一等价测度;进而采用拟鞅(quasi-martingale)定价方法,得到了分数市场环境中的期权定价模型,使得布朗运动和O-U过程驱动的期权定价模型均成为其特例;最后用算例,验证了长记忆参数H是期权定价中不可忽略的因素。
2.
In this paper, some inequalities are established between a p-quasi-martingale and its p-power function.
建立了B值p-拟鞅与其P方函数的包括凸Φ-不等式在内的若干不等式,反过来用这些不等式刻划了Banach空间的凸性和光滑性;并建立了B值拟鞅变换的凸Φ-不等式,得到了UMD空间的刻划,推广和深化了已知鞅的相应结论。
3.
Let 1quasi-martingale f=fnn≥0∈pHσαX, f can be decomposed into fn=sum form k∈Z to μkank(n≥0) and ‖f‖pHασ(X)+‖Rf‖α～inf(sum form k∈Z to μkα)1/α, where ak=(ank)n≥0(k∈Z) is a sequence of 1, α, ∞; p quasi-martingale atoms with supk∈Z‖ak*‖α<∞ and μkk∈Z∈lα are nonnegative numbers.
设1拟鞅f=(fn)n≥0∈pHασ(X)存在分解fn=sum form k∈Z to μkank(n≥0),并且‖f‖pHασ(X)+‖R(f)‖α～inf(sum form k∈Z to μkα)1/α,这里ak=(ank)n5≥0(k∈Z)是一列(1,α,∞;p)拟鞅原子,并且在L1中收敛,supk∈Z‖ak*‖α<∞,(μk)k∈Z∈lα是非负实数列。
2) quasi-martingales transform
拟鞅变换
1.
The article discusses not only the weak inequality of maximal function of quasi-martingales but also the convergence of quasi-martingales transforms.
利用复测度鞅的相关结果,证明了关于复值函数Ψ的条件下,复测度拟鞅的弱型不等式及复测度拟鞅变换的收敛性。
3) quasimartingale space
拟鞅空间
1.
As a result,some quasimartingale inequalities are obtained,which are applied to investigate the relation between some B-valued quasimartingale spaces.
定义了B值拟鞅原子,建立了相应的B值拟鞅原子分解定理,由此进一步讨论了拟鞅空间pΣα,pQα,Hα,pHα,Dα之间的嵌入关系,指出它们与值空间的几何性质密切相关。
4) Quisimartingale decomposition
拟鞅分解
5) B valued quasi martingale
B值拟鞅
1.
As applications of this inequality, the strong law of large numbers, the rates of convergence and integrability of the supremum function of B valued quasi martingales are also given.
本文给出 B值拟鞅的概率不等式与集合不等式 ,并用它们刻划了 B空间的 p可光滑性及 q可凸性 ,作为应用 ,还证明了 B值拟鞅的强大数律 ,收敛速度及极大值函数的可积
6) p squasi martingale
p-拟鞅
补充资料：鞅鞅不乐
1.因不满意而很不快乐。鞅，通"怏"。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条