The Convergence Theorems of Set-Valued Pramart in a Banach Space

被引：0
|
作者：
Guan, Li [1 ]
Li, Shoumei [1 ]
机构：
[1] Beijing Univ Technol, Dept Appl Math, Beijing 100124, Peoples R China
来源：
NONLINEAR MATHEMATICS FOR UNCERTAINTY AND ITS APPLICATIONS | 2011年 / 100卷
关键词：
Set-valued random variables; Hausdorff metric; Set-valued pramart; STRONG LAW; LARGE NUMBERS; MARTINGALES; INTEGRALS;
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
Martingale theory plays an important role in probability theory and applications such as mathematical finance, system control and so on. Classical martingale theory has been extended to more general cases, i.e. the theory of set-valued martingales and fuzzy set-valued martingales. In this paper, we shall introduce the concept of set-valued asymptotic martingale in probability (pramart for short) in a Banach space and discuss its some properties. Then we shall prove two convergence theorems of set-valued pramart in the sense of Delta and Hausdorff metric in probability respectively.
引用
收藏
页码：135 / 142
页数：8
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