集值终上鞅的一个收敛定理

数学季刊 ›› 2009, Vol. 24 ›› Issue (1): 35-39.

集值终上鞅的一个收敛定理

Department of Mathematics, Engineering College of Armed Police Force

收稿日期:2005-04-01 出版日期:2009-03-30 发布日期:2023-09-06
作者简介: LI Gao-ming(1961- ), male, native of Fufeng, Shannxi, a professor of Engineering College of Armed Policed Force, M.S.D., engages in set-valued stochastic process and set-valued analysis.

A Convergence Theorem for Set-valued Eventual Supermartingle

Department of Mathematics, Engineering College of Armed Police Force

Received:2005-04-01 Online:2009-03-30 Published:2023-09-06
About author: LI Gao-ming(1961- ), male, native of Fufeng, Shannxi, a professor of Engineering College of Armed Policed Force, M.S.D., engages in set-valued stochastic process and set-valued analysis.

摘要/Abstract

摘要： In this paper, the properties of set-valued Eventual Supermartingle are discussed. The main result is that suppose {F_n,n ≥ 1} be set-valued Eventual Supermartingle, if sup_TE(d(0,F_τ)) < ∞, then F_n →F and S_F¹= Φ, here T is the sets of all bounded stopping times.

关键词: set-valued Eventual Martingale, Kuratowski convergence

Abstract: In this paper, the properties of set-valued Eventual Supermartingle are discussed. The main result is that suppose {F_n,n ≥ 1} be set-valued Eventual Supermartingle, if sup_TE(d(0,F_τ)) < ∞, then F_n →F and S_F¹= Φ, here T is the sets of all bounded stopping times.

Key words: set-valued Eventual Martingale, Kuratowski convergence

中图分类号:

O211.6

李高明. 集值终上鞅的一个收敛定理[J]. 数学季刊, 2009, 24(1): 35-39.

LI Gao-ming. A Convergence Theorem for Set-valued Eventual Supermartingle [J]. Chinese Quarterly Journal of Mathematics, 2009, 24(1): 35-39.

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