摘要
假定(X,‖·‖)实Banach空间,X*为其对偶空间,X*可分。本文给出了集值上鞅一种新形式的Doob分解,利用支撑函数研究了集值上鞅具有这种形式Doob分解的一个充要条件及充分条件。
Throughout this paper,(X,‖·‖)denotes a real Banach space,whose dual space is X*,and X*is also separable.First of all,a new method of Doob decomposition for set-valued supermartingale is presented in this paper.Furthermore,we have discussed one sufficient and necessary conditions of Doob decomposition for set-valued supermartingale by using support function.
引文
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