资产定价基本定理是金融数学中的基本结果。利用半鞅可料表示性与半鞅向量随机积分的Girsanov定理获得了半鞅市场完备的特征(定理2.1),它扩展了[3]中的结论。
The fundamental theorems of asset pricing are basic results in mathematical finance. Using thesemi-martingale predictable representation and the Girsanov Theorem for the semi-martingale vector stochasticintegral, we obtain the characteristics of the completeness for semi-martingale market(Theorem 2.1) ,which extendthe result in [3].