集值下鞅的Doob分解的注记  

Remark for Doob decomposition of set-valued submartingle

作　　者：李高明[1] 鲍培文 

机构地区：[1]武警工程学院数学教研室,陕西西安710086 [2]武警特警学院数理教研室,北京102211

出　　处：《南昌大学学报（理科版）》2011年第4期336-338,342,共4页Journal of Nanchang University(Natural Science)

基　　金：陕西省自然科学基金资助项目(SJ08A28);武警工程学院基础研究基金资助项目(WJY201007)

摘　　要：基于(X,‖.‖)为可分的Banach空间,X*为其对偶空间,X*可分,讨论集值增过程与实值增过程之间的关系,研究超空间上代数运算的若干性质,利用支撑函数,得出集值下鞅可Doob分解的二个充要条件,改进和推广了已往的结果。The paper discussed the relationship between the set-valued increase process and the real-valued increase process,On the basis that（X,‖·‖） is a real separable Banach space with the dual separable X＊.Some properties of algebraic operation for hyperspace were investigated.By using support function,it proves two necessary and sufficient conditions of Doob decomposition for set-valued submartingale were obtained,which improved and extended the previous conclusion.

关 键 词：集值(下)鞅 DOOB分解 集值可料增过程 支撑函数 

分 类 号：O211.6[理学—概率论与数理统计]