集值随机过程的均方导数  

Mean Square Derivative of the Convex Set-valued Stochastic Processes

作　　者：刘常昱[1] 李世楷[1] 

机构地区：[1]解放军理工大学理学院,江苏南京211101

出　　处：《解放军理工大学学报（自然科学版）》2003年第3期95-97,共3页Journal of PLA University of Science and Technology(Natural Science Edition)

摘　　要：为了研究集值随机过程的微积分理论 ,利用有界闭凸集合弱收敛的性质和集合“开”的概念 ,给出了有界闭凸集值随机过程的均方导数的定义 ,建立了均方导数的若干性质 ,并讨论了集值随机过程均方可导与均方连续的关系。In order to study the derivative and integral theories of the set-valued stochastic processes,the mean square derivative of the bounded closed convex set-valued stochastic processes is presented firstly by means of the weak convergence and open notion of sets. Then its properties are discussed. Finally the relations between the mean square derivative and the mean square continuities are studied.

关 键 词：有界闭凸集值随机过程 均方导数 弱收敛 

分 类 号：O211.6[理学—概率论与数理统计]