| 集值马尔可夫过程的等价命题 |
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| 引用本文： | 周华任,李世楷,刘常昱,李力. 集值马尔可夫过程的等价命题[J]. 解放军理工大学学报(自然科学版), 2003, 4(3): 98-99 |
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| 作者姓名： | 周华任 李世楷 刘常昱 李力 |
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| 作者单位： | 解放军理工大学理学院 江苏南京211101(周华任，李世楷，刘常昱)，解放军理工大学理学院 江苏南京211101(李力) |
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| 摘 要： | 集值马尔可夫过程在集值随机过程理论中是非常重要的，但到目前为止，有关集值马尔可夫过程的研究成果还不多见，就连它的定义，至今还没有统一的处理。从集值马尔可夫过程的最简单定义出发，证明了它的一系列定义的等价性，从而对这类过程的本质有较为完整的认识。
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| 关 键 词： | 集值马尔可夫过程 集值条件期望 可测可积函数 |
| 文章编号： | 1009-3443(2003)03-0098-02 |
| 修稿时间： | 2002-07-24 |
Equal Proposition of the Set -valued Markov Processes |
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| ZHOU Hua-ren,LI Shi-kai,LIU Chang-yu and LI Li. Equal Proposition of the Set -valued Markov Processes[J]. Journal of PLA University of Science and Technology(Natural Science Edition), 2003, 4(3): 98-99 |
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| Authors: | ZHOU Hua-ren LI Shi-kai LIU Chang-yu LI Li |
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| Affiliation: | Institute of Sciences, PLA Univ. of Sci. & Tech., Nanjing 211101, China;Institute of Sciences, PLA Univ. of Sci. & Tech., Nanjing 211101, China;Institute of Sciences, PLA Univ. of Sci. & Tech., Nanjing 211101, China;Institute of Sciences, PLA Univ. of Sci. & Tech., Nanjing 211101, China |
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| Abstract: | Set-valued Markov process plays an important role in the set-valued stochastic processes. For some reasons, the research on set-valued Markov processes is not enough, and the definition of set-valued Markov process is not uniform, which makes the deeper research very difficult. This article proves the equivalent of all kinds of conditions from the simple definition, thus getting a general knowledge about the essential of this processes. |
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| Keywords: | set-valued Markov process set-valued conditional expectation measurable integral function |
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