自反B空间中可测集值随机过程的可选(可料)投影

On the Optional (Predictable) Projections of Measurable Multivalued Stochastic Processes Valued in a Separable Reflexive Banach Space

设X是可分自反Banach空间，是取值于X中闭凸集的可测集值随机过程．该文证明了，若任给停时关于（相应地关于）是σ－可积，则｛Ft，t∈R＋｝必存在可选（相应地可料）投影过程．

Let {Ft,t,, t∈R+} be a measurable multivalued stochas processes valued in a seperable reflexive Banach Space. The preset paper shows that if for every stopping time T,FTI[T<∞] is σ-integrable with respect to the σ -field of events(strictly) prior to T, Then {Ft,t∈R+) has an opitional (predictable) projection processe.