离散参数集值(上下)鞅的停时定理
Doob’s Stopping Theorem for Set-valued (Super, Sub) Martingales with Discrete Parameters
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摘要: 本文建立了更广泛的各种集值(上下)鞅的停时定理;推广并改进了N.S.Papageoriou10和张,汪,高13中的结果。Abstract: In this paper we establish all kinds of Doob’s stopping theorems for more general set-valued (super, sub) martingales, extending and improving earlier results of N.S. Papageorgiou 10 and Zhang, Wang, Gao 13.