WANG Zhenpeng, WANG Rongming. Set-valued Lebesgue-Stieltjes Integrals[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(3): 303-316.
Citation: WANG Zhenpeng, WANG Rongming. Set-valued Lebesgue-Stieltjes Integrals[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(3): 303-316.
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Set-valued Lebesgue-Stieltjes Integrals

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  • 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.
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