集值Lebesgue-Stieltjes积分(英文)  

Set-valued Lebesgue-Stieltjes Integrals

作　　者：汪振鹏[1] 汪荣明[1] 

机构地区：[1]华东师范大学,上海200062

出　　处：《应用概率统计》1997年第3期303-316,共14页Chinese Journal of Applied Probability and Statistics

基　　金：National Natural Science Foundatioil of China

摘　　要：本文首先刻划了B(R_+)上的集值测度,其次建立了(R_+B(R_+))上的集值Lebesgue-Stieltjes积分.最后,进—步建立了集值随机Lebesgue-Stietjes积分的理论.In this paper, set-valued measures on B(R+) are characterized, the set-valued Lebesgue-Stieltjes integrals on (R+,B(R+)) are established. Finally, we establish further the theory of set-valued stochastic Lebesgue-Stieltjes integral.

关 键 词：焦值测度 集值L-S积分 随机积分 可积变差 

分 类 号：O211.6[理学—概率论与数理统计]