一类集值有界变差过程及其对偶投影

A Class of Set-valued Processes with Finite Variation and Its Dual Projections

    摘要
  • 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。

     

    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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