自反B空间中可测集值随机过程的可选(可料)投影

数学物理学报 ›› 1997, Vol. 17 ›› Issue (1): 99-104.

自反B空间中可测集值随机过程的可选(可料)投影

聂赞坎, 张文修, 高勇

西安交通大学数学系西安 710049

收稿日期:1995-03-20 修回日期:1995-06-16 出版日期:1997-02-26 发布日期:1997-02-26
基金资助:
国家自然科学基金资助课题

On the Optional (Predictable) Projections of Measurable Multivalued Stochastic Processes Valued in a Separable Reflexive Banach Space

NieZankan, ZhangWensiu, GaoYong

Department of Matheatics, Xi'an Jiaotong University Xi'an 710049

Received:1995-03-20 Revised:1995-06-16 Online:1997-02-26 Published:1997-02-26

摘要/Abstract

摘要： 设X是可分自反Banach空间,{F_t,F_t,t∈R₊}是取值于X中闭凸集的可测集值随机过程.该文证明了,若任给停时T,F_TI_[T<∞]关于F_t(相应地关于F_{t_-)是σ-可积,则{F_t,t∈R₊}必存在可选(相应地可料)投影过程.}

关键词: 随机集, 集值随机过程, 可选(可料)投影, σ-可积

Abstract: Let {F_t,F_t,t∈R₊} be a measurable multivalued stochas processes valued in a seperable reflexive Banach Space. The preset paper shows that if for every stopping time T,F_TI_[T<∞] is σ-integrable with respect to the σ -field of events(strictly) prior to T, Then {F_t,t∈R₊) has an opitional (predictable) projection processe.

聂赞坎, 张文修, 高勇. 自反B空间中可测集值随机过程的可选(可料)投影[J]. 数学物理学报, 1997, 17(1): 99-104.

NieZankan, ZhangWensiu, GaoYong. On the Optional (Predictable) Projections of Measurable Multivalued Stochastic Processes Valued in a Separable Reflexive Banach Space[J]. Acta mathematica scientia,Series A, 1997, 17(1): 99-104.

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