A class of strong convergence theorem for an arbitrarily adapted stochastic sequence without the non-decrease condition was established by using the truncation method of stochastic variables and the stop time.
英
美
- 摘要引入了随机变量的截尾和停时的概念,在定理条件及其证明过程中适当地定义随机变量的截尾和停时,并通过定义鞅差序列和利用鞅差序列的收敛定理,得到了一类关于任意随机适应序列的强收敛定理。