集值L1-极限鞅的集值鞅逼近及其收敛性
Set-valued Martingale Approximation of Set-valued L1-Martingale in Limite and Its Convergence
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摘要: 本文证明了集值Ｌ1－极限鞅的集值鞅逼近定理，并利用此结果以及集值鞅的收敛性结果讨论了集值Ｌ1－极限鞅的收敛性。Abstract: In this paper, we discuss the set-valued martingale approximation theorems of set-valued L1- martingales in limite, and make use of this result to give out the convergence theorems of set-valued L1-martingale in limite.
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