Acta mathematica scientia,Series A ›› 1997, Vol. 17 ›› Issue (1): 99-104.

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

NieZankan, ZhangWensiu, GaoYong   

  1. 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

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

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