A Class of Set-valued Processes with Finite Variation and Its Dual Projections
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摘要: 本文给出了一类集值有界变差过程的定义,并在有限维情况下证明了集值有界变差过程的可选(可料)对偶投影的存在唯一性。
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关键词:
- 随机集 /
- 集值测度 /
- 集值有界变差过程 /
- 可选(可料)对偶投影
Abstract: In this paper, a class of set-valued processes with finite variation is defined. Also the existence and the uniqueness of the dual optional （predictable） projections is investigated. -
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