可测集值随机过程的可选（可料）投影  

On the Optional (Predictable) Projections of Measurable Multivalued Stochastic Processes

作　　者：张文修[1] 高勇[1] 聂赞坎[1] 

机构地区：[1]西安交通大学理学院信息与系统所及应用数学系

出　　处：《工程数学学报》1996年第A12期25-31,共7页Chinese Journal of Engineering Mathematics

基　　金：国家自然科学资助

摘　　要：设为取值于有限维Ｂａｎａｃｈ空间上的可测集值随机过程。本文证明了，若任给停时τ，关于（严格）前代数是可积的，则必存在随机集Ｈｉａｌ条件期望推广意义下的可选（可料）投影过程。为使上述结论有意义，本文附录给出了ｄ（Ｏ，Ｆ）σ－可积时，随机集Ｆ的条件期望的简洁定义。Let be a measurable multivalued stochastic processes valued in a finite dimensional Banach space.The present paper shows that if for every stopping time,is.integrable with respect to the field of events strictly)prior to,then has an optional (predictable) projection processes in the sense of a generalized Hial conditional expectation for random sets. To make sence of the above result,the generalized Hial conditional expctation for random sets is defined ingeniouly in the Appendix.

关 键 词：集值随机过程 可测随机过程 随机过程 可选投影 

分 类 号：O211.6[理学—概率论与数理统计]