【摘要】 集值测度、随机集与集值随机过程是测度论、概率论与随机过程的进一步扩充。1964年,R.J.Aumann与K.Vind分别研究了集值映射与集值集映射。1972年Z.Artstein系统地研究了集值测度。1977年,F.Hiai等人研究了集值鞅。这就使集值映射在随机数学中得到发展。本文概括了作者近几年在这方面的研究成果。更多还原

【Abstract】 Set-valued measures, randoms sets and set-valued random processes are ageneralization on measures theory, probability theory and stochastic processes.In 1964, R. J. Aumann and K. Vind introduced set-valued mapping and set-valued set-mapping (i. e. set-valued measures); In 1972, Z. Artstein gave theproperties of set-valued measures; In 1977, F. Hiai introduced the concept ofset-valued Martingales. The purpose of this paper is to introduce our work onset-valued measures, random sets and set-valued stochastic processes.更多还原