摘要
本文首先刻划了B(R_+)上的集值测度,其次建立了(R_+B(R_+))上的集值Lebesgue-Stieltjes积分.最后,进—步建立了集值随机Lebesgue-Stietjes积分的理论.
In this paper, set-valued measures on B(R+) are characterized, the set-valued Lebesgue-Stieltjes integrals on (R+,B(R+)) are established. Finally, we establish further the theory of set-valued stochastic Lebesgue-Stieltjes integral.
出处
《应用概率统计》
CSCD
北大核心
1997年第3期303-316,共14页
Chinese Journal of Applied Probability and Statistics
基金
National Natural Science Foundatioil of China
关键词
焦值测度
集值L-S积分
随机积分
可积变差
Radon-Nikodym derivatives, set-valued measure, Lebesgue- Stieltjes integrals, set-valued stochastic Lebesgue-Stieltjes integrals , integrable variation.
