一种反向集值鞅型序列的收敛性  

A CONVERGENCE THEOREM FOR SEQUENCE OFSET VALUED MARTINGALE WITH REVERSE DIRECTION

作　　者：姚楠[1] 蒋义文[2] 

机构地区：[1]军事经济学院基础部,湖北武汉430035 [2]军事经济学院国际经济系,湖北武汉430035

出　　处：《数学杂志》2007年第3期317-320,共4页Journal of Mathematics

摘　　要：本文研究了在非空有界闭凸集的上鞅收敛性和有界闭凸集的适应可积集值序列的收敛性.引入了反向集值mil的基础上,得到了收敛性定理及定理证明.Based on introducing set valued rail with reverse direction, the convergence for sequence of set valued super martingale of bounded closed convex set and for sequence of adaptive integrable set value of bounded closed convex set are researched in this paper. A new convergence theorem is described and proved.

关 键 词：随机集 集值鞅 反向集值mil 收敛性 

分 类 号：O211.6[理学—概率论与数理统计]