集值Lebesgue-Stieltjes积分

Set-valued Lebesgue-Stieltjes Integrals

摘要: 本文首先刻划了B（R₊）上的集值测度,其次建立了(R₊B（R₊）)上的集值Lebesgue-Stieltjes积分.最后,进—步建立了集值随机Lebesgue-Stietjes积分的理论.

Abstract: In this paper, set-valued measures onB（R₊） are characterized, the set-valued Lebesgue-Stieltjes integrals on (R₊B（R₊）) are established. Finally, we establish further the theory of set-valued stochastic Lebesgue-Stieltjes integral.