集值序上鞅的若干有关问题

Some Related Problems of SVO Supermartingales

  • 摘要: 本文研究了连续时间的集值序上鞅.在一定的假设下我们证明了集值序上鞅有h-Riesz分解,然后证明了集值序上鞅的|Doob-Meyer分解定理。

     

    Abstract: In this paper multivalued order supermartingales in continuous time are studied. First we show that multivalued order supermartingales has h-Riesz decomposition under the stated assumption. Then we prove Doob-Meyer decomposition theorem of set-valued order supermartin- gales.

     

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