连续参数集值上鞅的收敛性  

Set-valued supermartingale convergence theorem with continuous parameter

作　　者：李高明[1] 惠莉萍[2] 

机构地区：[1]武警工程学院数学教研室,陕西西安710086 [2]西安科技大学数学教研室,陕西西安710054

出　　处：《西安科技大学学报》2006年第2期276-278,共3页Journal of Xi’an University of Science and Technology

摘　　要：离散参数集值上鞅的收敛性已有诸多学者研究过。Hess.C.给出了无界集值上鞅在Kuratows-ki-Mosco收敛意义下的收敛定理,笔者曾得到了在Kuratowski收敛意义下的类似结果,但对连续参数集值上鞅收敛性研究尚不多见。文中在给出连续参数集值上鞅在Kuratowski收敛意义下的收敛定理。The convergence with discrete parameter of set-valued supermartingale had been investigated by many scholars. Hess. C verifies theset-valued supermatingale convergence theorem in the sense of Kttratowsk, the author gives some similar conclusions in the sense of Kuratowsk, but there are not too much investigation on the set-valued supermartingale in the sense of Kuratowsk. The present paper investigates the convergence theorem of . set-valued supermartingale in the sense of Kuratowsk.

关 键 词：集值上鞅 集值条件期望 KURATOWSKI收敛 

分 类 号：O121[理学—数学]