集值Superpramart的鞅分解

The Martingale Decomposition For Set-Valued Superpramart

本文在X*可分的条件下证明了集值Superpramart在弱收敛意义下的收敛定理,利用支撑函数及实值Superpramart的有关结果,给出集值Superpramart的Riesz分解(鞅分解)。

In this paper,the properties of set-Valued Superpramart with support function are discussed, using support function and results about real valued Superpramart, we give and prove that the sufficient and necessary conditions of this Riesz decomposition （martingale decomposition） .