Loeb空间上一类右连续过程最优停止的非标准表示(英文)

The Nonstandard Representation of Optimal Stopping of a Class of Right Continuous Processes on Loeb Spaces

英文关键词:SRC lifting  standard part  S-optimal stopping

中文摘要:

      本文在Loeb空间上得到了右连续左半上连续的随机过程的SRC提升．证明了一个内过程的S-最优停止的存在性，并得到了它的结构性表示．最后证明了一个过程SRC提升的S-最优停止的标准部分即为对应标准过程的最优停止，在Loeb空间上推广了[8]中的结果．

英文摘要:

      In the paper,we obtain the SRC lifting of a right continuous, left upper semi-continuous random process on a Loeb space.And show the existence of S-optimal stopping of an internal process,construct the S-optimal stopping. Finally we prove the fact that the standard part of the S-optimal stopping of a SRC lifting is the optimal stopping of the corresponding standard process,which generalizes the conclusions in [8]on a Loeb space.