SOME RESULTS ON SET-VALUED PRAMART

GAO Yong, ZHANG Wenxiu. SOME RESULTS ON SET-VALUED PRAMART[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(2): 189-197.

Citation:

GAO Yong, ZHANG Wenxiu. SOME RESULTS ON SET-VALUED PRAMART[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(2): 189-197.

Citation:

GAO Yong, ZHANG Wenxiu. SOME RESULTS ON SET-VALUED PRAMART[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(2): 189-197.

Abstract

In this paper, the conoept of the decomposable hull of the subset in L¹Ω;X is introduced and the properties of set-valued Pramart are given. By similarmethods with real-valucd snell hull, set-valued supermartingle approximation and its convergence in means Kuratowski-Mosco are proved.

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