集值序上鞅

汪荣明

数学学报 ›› 2000, Vol. 43 ›› Issue (6) : 1001-101.

PDF(470 KB)
PDF(470 KB)
数学学报 ›› 2000, Vol. 43 ›› Issue (6) : 1001-101. DOI: 10.12386/A2000sxxb0130
论文

集值序上鞅

    汪荣明
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Multivalued Order Supermartingale

    Rong Ming WANG
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摘要

本文研究了连续时间的集值序上鞅.在一定的条件下首先证明了集值序上鞅有(K-M)Riesz分解;然后证明了集值序上鞅的Doob-停时定理.

Abstract

In this paper multivalued order supermartingales with continuous time are studied. First, we show that multivalued order supermartingales have (K-M) Riesz decomposition under some conditions. Then we prove Doob-stopping theorem of setvalued order supermartingales

关键词

(K-M)Riesz分解 / AL-空间 / Banach格 / 集值序上鞅 / 集值条件期望

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汪荣明. 集值序上鞅. 数学学报, 2000, 43(6): 1001-101 https://doi.org/10.12386/A2000sxxb0130
Rong Ming WANG. Multivalued Order Supermartingale. Acta Mathematica Sinica, Chinese Series, 2000, 43(6): 1001-101 https://doi.org/10.12386/A2000sxxb0130
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