实值非负函数关于集值序增函数的集值Riemann-Stieltjes积分  

Set-Valued Riemann-Stieltjes Integral of Real Non-Negative Function with Respect to Set-Valued Order Increasing Function

作　　者：薛红[1] 王拉省[1] 

机构地区：[1]西安工程大学理学院,陕西西安710048

出　　处：《Journal of Mathematical Research and Exposition》2007年第1期135-144,共10页数学研究与评论（英文版）

基　　金：陕西省教育厅自然科学专项基金(03JK063)

摘　　要：本文首先建立了实值非负函数关于集值序增函数的集值Riemann-Stieltjes积分,并讨论了集值Riemann-Stieltjes积分的性质,给出了集值Riemann-Stieltjes可积的充要条件,最后引入了集值Riemann-Stieltjes随机积分．In this paper, we establish the set-valued Riemann-Stieltjes integral of a real valued non- negative function with respect to set-valued order increasing function. Then, we discuss the properties of the set-valued Riemann-Stieltjes integral. Some sufficent and necessary conditions for Riemann-Stieltjes integrability are obtained. Finally, we introduce the set-valued Riemann-Stieltjes stochastic integral.

关 键 词：集值序增过程 集值Riemann-Stieltjes积分 集值随机积分 

分 类 号：O177[理学—数学]