闭凸值集值上鞅的收敛定理  

Convergence Theorems of Bounded Closed Convex Set Valued Supcrmartingales

作　　者：李世楷[1] 李力[1] 孔庆隆 

机构地区：[1]空军气象学院数学教研室,南京211101

出　　处：《工程数学学报》1993年第3期107-110,共4页Chinese Journal of Engineering Mathematics

摘　　要：本文对作为经典上鞅概念推广的,取值为s维空间中有界闭凸集的上鞅的性质和收敛性进行了讨论,得到了一些结果。The convergence theorems of valued supermartingales are discussed in many papers. In those papers, partial order relation is defined by inclusion relation, then the set valued supermartingale concept is not a generation of usual supermartingale concept. In this paper, the properties and the convergence theorems of bounded closed convex set in R2valued supermartingales being a generation of classial supermartingale are discussed and some results are obtained.

关 键 词：集值上映 闭凸值 收敛定理 上鞅 有界闭凸集 

分 类 号：O211.6[理学—概率论与数理统计]