有界闭凸集值随机过程的均方Riemann积分  

Mean Square Riemann Integrals of the Bounded Closed Convex Set-valued Stochastic Processes

作　　者：刘常昱[1] 李世楷[1] 张萍[2] 李力[1] 

机构地区：[1]解放军理工大学理学院,江苏南京211101 [2]解放军理工大学通信工程学院,江苏南京210007

出　　处：《解放军理工大学学报（自然科学版）》2003年第1期86-88,共3页Journal of PLA University of Science and Technology(Natural Science Edition)

摘　　要：为研究集值随机过程的微积分理论 ,首先利用支撑函数定义了二阶矩有界闭凸集值随机过程的均方 Riemann积分 ,其次利用支撑函数以及均方收敛的性质证明了二阶矩有界闭凸集值随机过程的均方 Rie-mann积分的线性性。In order to study the integral and differential theories of the set-valued stochastic processes,the Riemann integral of the bounded closed convex set-valued stochastic processes is firstly given.Then some important properties including linerity and commutativity between mathematical expectation and integral of the bounded closed convex set-valued stochastic processes are discussed.

关 键 词：二阶矩 有界闭凸集值随机过程 均方Riemann积分 支撑函数 均方收敛 集值随机变量 

分 类 号：O211.6[理学—概率论与数理统计]