GUO Xuepeng. A Class of Set-valued Processes with Finite Variation and Its Dual Projections[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(4): 401-406.
Citation:
GUO Xuepeng. A Class of Set-valued Processes with Finite Variation and Its Dual Projections[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(4): 401-406.
GUO Xuepeng. A Class of Set-valued Processes with Finite Variation and Its Dual Projections[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(4): 401-406.
Citation:
GUO Xuepeng. A Class of Set-valued Processes with Finite Variation and Its Dual Projections[J]. Chinese Journal of Applied Probability and Statistics, 1995, 11(4): 401-406.
A Class of Set-valued Processes with Finite Variation and Its Dual Projections
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.