標題: Stopping 及 Non-stopping Time 關聯性之探討
Relationship between Stopping and Non-Stopping Time
作者: 吳慶堂
Wu Ching-Tang
國立交通大學應用數學系(所)
關鍵字: Azema 上鞅;最後通過時;非停點時;Azema supermartingale;last passage times;non-stopping time
公開日期: 2010
摘要: 在本計畫中我們想研究的是stopping time 及 non-stopping time之間的差別與差距。利用 conditional probability,local time 以及enlargement of filtrations 等等的技巧,我們想試著造出幾種不同檢視stopping time 及 non-stopping time之間的差距的 measurements, 並利用幾個例子來看看各種不同的檢驗法來找出一個較合適、較好用的檢測法。
We investigate some measurements of distance between the “non-stopping time” and the “stopping time”, in particular the non-stopping time of ends of some previsible sets. We aim to give some possible measurements and study several explicit examples using the technique of conditional probability, local time and the enlargement of filtration.
官方說明文件#: NSC99-2115-M009-003
URI: http://hdl.handle.net/11536/100761
https://www.grb.gov.tw/search/planDetail?id=2128368&docId=341220
Appears in Collections:Research Plans


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