论文标题
关于多维布朗运动的Martingale变换
On Martingale Transformations of Multidimensional Brownian Motion
论文作者
论文摘要
我们将函数类别$ f：r^n \ to r^m $描述，该函数将向量布朗尼运动转化为martingale，并使用此描述来给出多维Cauchy功能方程的一般可测量解决方案的Martingale表征。
We describe the class of functions $f: R^n\to R^m$ which transform a vector Brownian Motion into a martingale and use this description to give martingale characterization of the general measurable solution of the multidimensional Cauchy functional equation.
