集值下鞅的几种Doob分解  

Some Classes of Doob Decomposition for Set-valued Submartingle

作　　者：李高明 

机构地区：[1]武警工程大学理学院,陕西西安710086

出　　处：《模糊系统与数学》2013年第6期148-153,共6页Fuzzy Systems and Mathematics

基　　金：陕西省自然科学基金资助项目(2011JM1019);武警工程大学基础研究基金资助项目(WJY201007)

摘　　要：假定(X,‖·‖)为实Banach空间,并且其对偶空间X*为可分空间。给出了集值下鞅的几种有别于已往Doob分解的定义,研究了集值下鞅在这几种分解概念下可Doob分解的充分必要条件。改进和推广了已往的结果。Throughout this paper,（X,｜｜·｜｜） denotes a real Banach space,whose dual space is X＊ , and X＊ is separable. First of all, some new definitions of Doob decomposition for set-valued submartingale are given. Secondly, under these different definitions, we have discussed several necessary and sufficient conditions of Doob decomposition for set-valued submartingale by using support function separately. At last, the previous conclusions are improved and extended.

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[理学—概率论与数理统计]