集值测度的弱Radon-Nikodym导数及弱集值随机变量条件期望的存在性  

EXISTENCE OF WEAK RADON-NIKODYM DERIVATIVES FOR SET-VALUED MEASURES AND CONDITIONAL EXPECTATIONS FOR WEAK SET-VALUED RANDOM VARIABLES

作　　者：吴健荣[1] 吴从炘[1] 

机构地区：[1]哈尔滨工业大学数学系

出　　处：《应用数学学报》2001年第2期255-261,共7页Acta Mathematicae Applicatae Sinica

基　　金：国家自然科学基金(19971019号)资助项目.

摘　　要：讨论了集值测度存在弱Ｒａｄｏｎ－Ｎｉｋｏｄｙｍ导数的充要条件；对弱紧凸集值随机变量 给出了其条件期望存在时的一个特征．This paper gives the necessary and sufficient conditions for existence of weakRadon-Nikodym derivatives for set-valued measures. For the random variables with weaklycompact convex set-values, the paper obtains their characteristics when they have conditional expectations.

关 键 词：集值测度 RADON-NIKODYM导数 集值随机变量 条件期望 充要条件 BANACH空间 

分 类 号：O174.12[理学—数学]