摘要
研究了随机闭凸集循序选择问题 ,证明了循序可测集值过程的循序选择可以用其有效域的选择过程来刻划 。
This article studies progressively measurable selections for random convex-valued processes. It is shown that the progressive selections of a progressively measurable convex-valued processes can be characterized by means of those of the associated effective domain. This extends the related results in existing literature.
出处
《工程数学学报》
CSCD
北大核心
2004年第1期139-142,共4页
Chinese Journal of Engineering Mathematics
关键词
凸值过程
循序可测
选择函数
有效域
convex-valued processes
progressively measurable selections
effective domain
