集值函数关于实值单调非减函数的集值Riemann-Stieltjes积分  

Set-valued Riemann-Stieltjes Integral of Set-valued Function with Respect to Real Non-decreasing Function

作　　者：薛红[1] 王拉省[1,2] 

机构地区：[1]西安工程科技学院理学院,西安710048 [2]西安交通大学理学院

出　　处：《工程数学学报》2006年第2期305-313,共9页Chinese Journal of Engineering Mathematics

基　　金：陕西省教育厅自然科学专项基金(03JK063).

摘　　要：本文首先建立了集值函数关于实值单调非减函数的集值Riemann-Stieltjes积分,然后讨论了集值Riemann-Stieltjes积分的性质,给出了集值Riemann-Stieltjes可积的充要条件,最后引入集值Riemann-Stieltjes随机积分。Established in this paper is the set-valued Riemann-Stieltjes integral of a set-valued function with respect to a real valued non-decreasing function. We then discuss the properties of the set-valued Riemann-Stieltjes integral. Some sufiicent and necessary conditions of Riemann-Stieltjes integrablility are obtained. Finally, we introuce the set-valued Riemann-Stieltjes stochastic integral.

关 键 词：集值函数 集值Riemann—Stieltjes积分 集值Riemann—Stieltjes随机积分 

分 类 号：O211[理学—概率论与数理统计]