集值Superpramart的上鞅逼近

数学物理学报 ›› 2000, Vol. 20 ›› Issue (2): 158-162.

集值Superpramart的上鞅逼近

(武警技术学院数学教研室西安 710086)

出版日期:2000-03-03 发布日期:2000-03-03

Set-Valued Supermartingle Approximation for Set-Valued Superpramart

(Department of Mathematics, Technical college of the Armed Police Force, Xian 710086)

Online:2000-03-03 Published:2000-03-03

摘要/Abstract

摘要：

文中讨论了可积随机集条件期望的若干性质，在此基础上，给出了集值Superpramart的上鞅逼近.同时，证明了集值Superpramart在Kuratowski-Mosco意义下的收敛定理.

关键词: 集值Ｓｕｐｅｒｐｒａｍａｒｔ, 集值上鞅, 随机集

Abstract:

In this paper, the properties of integrabel random-set conditional expectation are discussed; set-valued supermartingle approximation for set-valued superpramart is given; and its convergence in means kuratowski-Mosco are proved.

Key words: Ｓｅｔｖａｌｕｅｄｓｕｐｅｒｐｒａｍａｒｔ, Ｓｅｔｖａｌｕｅｄｓｕｐｅｒｍａｒｔｉｎｇｌｅｓ, Ｒａｎｄｏｍ．．

中图分类号:

李高明. 集值Superpramart的上鞅逼近[J]. 数学物理学报, 2000, 20(2): 158-162.

Li Gaoming. Set-Valued Supermartingle Approximation for Set-Valued Superpramart[J]. Acta mathematica scientia,Series A, 2000, 20(2): 158-162.

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