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集值L~1-极限鞅的集值鞅逼近及其收敛性
Set-valued Martingale Approximation of Set-valued L~1-Martingale in Limite and Its Convergence
【摘要】 本文证明了集值Ｌ~１－极限鞅的集值鞅逼近定理，并利用此结果以及集值鞅的收敛性结果讨论了集值Ｌ~１－极限鞅的收敛性．
【Abstract】 In this paper, we discuss the set-valued martingale approximation theorems of set-valued L~1- martingales in limite, and make use of this result to give out the convergence theorems of set-valued L~1-martingale in limite.
- 【文献出处】 应用概率统计 ,CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTIES , 编辑部邮箱 ,1999年04期
- 【分类号】O211.6
- 【被引频次】6
- 【下载频次】26