In this paper the regularity of set-valued martingales in the sense of JL is given first. Then we show some kinds of Doob's stopping theorems for set-valued (super, sub) martingales with continuous time.
基金Supported by the National Natural Science Foundation of China !(19971072)
文摘In this paper the regularity of set-valued martingales in the sense of JL is given first. Then we show some kinds of Doob's stopping theorems for set-valued (super, sub) martingales with continuous time.
