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连续参数集值上鞅的收敛性
引用本文:李高明,惠莉萍.连续参数集值上鞅的收敛性[J].西安科技大学学报,2006,26(2):276-278.
作者姓名:李高明  惠莉萍
作者单位:[1]武警工程学院数学教研室,陕西西安710086 [2]西安科技大学数学教研室,陕西西安710054
摘    要:离散参数集值上鞅的收敛性已有诸多学者研究过。Hess.C.给出了无界集值上鞅在Kuratowski-Mosoo收敛意义下的收敛定理,笔者曾得到了在Kuratowski收敛意义下的类似结果,但对连续参数集值上鞅收敛性研究尚不多见。文中在给出连续参数集值上鞅在Kuratowski收敛意义下的收敛定理。

关 键 词:集值上鞅  集值条件期望  Kuratowski收敛
文章编号:1672-9315(2006)02-0276-03
修稿时间:2005年5月2日

Set-valued supermartingale convergence theorem with continuous parameter
LI Gao-ming,HUI Li-ping.Set-valued supermartingale convergence theorem with continuous parameter[J].JOurnal of XI’an University of Science and Technology,2006,26(2):276-278.
Authors:LI Gao-ming  HUI Li-ping
Institution:LI Gao-ming~1,HUI Li-ping~2
Abstract:The convergence with discrete parameter of set-valued supermartingale had been investigated by many scholars.Hess.C verifies theset-valued supermatingale convergence theorem in the sense of Kuratowsk,the author gives some similar conclusions in the sense of Kuratowsk,but there are not too much investigation on the set-valued supermartingale in the sense of Kuratowsk.The present paper investigates the convergence theorem of set-valued supermartingale in the sense of Kuratowsk.
Keywords:set-valued supermartingale  set-valued conditional expectation  Kuratowsk convergence
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