摘要
本文首先讨论集值随机变量族本性上确界和集值条件期望运算的交换性;其次给出集值条件期望族本性上确界的鞅性质.
In this paper , we study the commutability about the multivalued conditional expectations and theessential superiority of measurable multifunctions. Some applications are provided.
出处
《杭州大学学报(自然科学版)》
CSCD
1997年第3期185-189,共5页
Journal of Hangzhou University Natural Science Edition
关键词
本性上确界
集值条件期望
集值鞅
集值随机变量
essential superiority
multivalued conditional expectation
multivaluedmartingale
decomposable