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1.
本文首先建立了实值非负函数关于集值序增函数的集值Riemann-Stieltjes积分,并讨论了集值Riemann-Stieltjes积分的性质,给出了集值Riemann-Stieltjes可积的充要条件,最后引入了集值Riemann-Stieltjes随机积分.  相似文献   

2.
给出集值Bartle积分一个新的定义,并进一步讨论了数值函数关于有界闭凸集值可数可加集值测度的积分的性质,建立了集值Bartle积分的新的极限定理.  相似文献   

3.
吴健荣  吴从 《数学学报》2001,44(2):247-258
本文建立了Banach空间集值测度的Radon-Nikodym定理,并给出了两类集值算子的Pettis-Aumann积分表示.  相似文献   

4.
引入实值函数关于有界闭凸值测度的集值积分,并讨论了集值积分的收敛定理,证明了当集值测度为有界闭凸集值的有界变差集值测度时,关于弱紧凸集值测度的积分性质对有界闭凸集值测度仍然保持.推广了实值函数关于弱紧凸值测度的积分.  相似文献   

5.
Pettis-Aumann积分的若干性质   总被引:1,自引:0,他引:1  
薛小平  陈兵 《应用数学》1993,6(2):219-221
自文[1]建立了R~n空间的集值映射积分以来,讨论集值映射的可测性、可测选择、集值条件概率、鞅及其Radon-Nikodym定理等方面的工作相继出现.文[6]又系统地研究了R~n空间中集值测度的凸性定理、选择性定理以及与Aumann积分的关系.文[7]则讨论了集值测度的生成定理.但讨论Pettis-Aumann积分的工作目前尚未见到.  相似文献   

6.
本文建立了 Banach空间集值测度的 Radon-Nikodym定理,并给出了两类集值算子的Pettis-Aumann积分表示.  相似文献   

7.
吴健荣  吴从炘 《数学学报》2001,44(2):249-258
本文建立了 Banach空间集值测度的 Radon-Nikodym定理,并给出了两类集值算子的Pettis-Aumann积分表示.  相似文献   

8.
本文定义了一类有界可料过程关于集值平方可积鞅的集值随机积分,并研究了集植随机积分的性质。此为建立集值随机分析的理论奠定了基础。  相似文献   

9.
集值增过程产生的集值测度   总被引:2,自引:0,他引:2  
本文首先研究集值增函数在B(R+)上产生的集值测度,然后在其基础上研究集值增过程A(ω,t),(ω,t)∈Ω×R+,在乘积可测空间F×B(R+)上产生的集值测度,在一定条件下建立了两者之间的一一对应关系.  相似文献   

10.
对集值映射的Pettis-Aumann型积分的性质作了讨论,给出了Pettis-Aumann积分型积分的Fatou引理形式以及其它一些收敛定理,探讨了带参数集值映射的积分性质。  相似文献   

11.
The article is devoted to new properties of Aumann, Lebesgue, and Itô set-valued stochastic integrals considered in papers [1 Kisielewicz, M. (2014). Properties of generalized set-valued stochastic integrals. Discuss. Math. (DICO) 34:131147. [Google Scholar],2 Kisielewicz, M., Michta, M. (2017). Integrably bounded set-valued stochastic integrals. J. Math. Anal. Appl. 449:18931910.[Crossref], [Web of Science ®] [Google Scholar]]. In particular, it contains some approximation theorems for Aumann and Itô set-valued stochastic integrals. Hence, in particular, it follows that Aumann and Lebesgue set-valued stochastic integrals cover a.s., both for measurable and IF-nonanticipative integrably bounded set-valued stochastic processes.  相似文献   

12.
《Optimization》2012,61(2):167-180
This article introduces a new concept of an exceptional family of elements for a generalized set-valued variational inequality in Banach spaces. By using this concept and the degree theory for the generalized set-valued variational inequality introduced by Wang and Huang [Zh.B. Wang and N.J. Huang, Degree theory for a generalized set-valued variational inequality with an application in Banach spaces, J. Glob. Optim. 49 (2011), pp. 343–357], some solvability results for the generalized set-valued variational inequality and its special cases are given in Banach spaces under suitable conditions.  相似文献   

13.
在本文里,集值映射的Epi-导数被引入,它可以认作是实值Lipschitz函数的Clarke-广义方向导数的推广,同时它的一些性质也被研究.进一步地,利用这个Epi-导数集值映射的次微分被定义并研究它的性质.作为其应用,我们给出了集值优化问题的一些(必要或充分)最优性条件.  相似文献   

14.
15.
《Optimization》2012,61(3):303-310
In this article, we use degree theory developed in Kien et al. [B.T. Kien, M.-M. Wong, N.C. Wong, and J.C. Yao, Degree theory for generalized variational inequalities and applications, Eur. J. Oper. Res. 193 (2009), pp. 12–22.] to prove a result on the existence of solutions to set-valued variational inequality under a weak coercivity condition, provided that the set-valued mapping is upper semicontinuous with nonempty compact convex values. If the set-valued mapping is pseudomonotone in the sense of Karamardian and upper semicontinuous with nonempty compact convex values, it is shown that the set-valued variational inequality is strictly feasible if and only if its solution set is nonempty and bounded.  相似文献   

16.
对拟连续测度空间(G,β,u)的一致有界等度连续函数族,通过包含关系,取凸包和闭包,构造了在Pbkc(c[0,1])与Pbkc(Lp[0,1])取值的集值随机变量及连续的集值映射,深化了集值随机过程理论研究.  相似文献   

17.
余国林 《数学学报》2011,(5):875-880
讨论拓扑向量空间中无约束集值优化问题的最优性条件问题.利用集值映射的Dini方向导数,在广义锥-预不变凸性条件下,建立了集值优化问题关于弱极小元和强极小元的最优性充分必要条件.  相似文献   

18.
Both the notion of differential of a set-valued mapping and the concept of a set-valued integral are introduced in such a way that, on the one hand, the class of differentiable mappings is rather extensive, while on the other hand, the concept of integral includes as special cases Dinghas' approach and Pontryagin's alternated integral. At the same time, the differential of an integral with respect to the upper limit of integration equals in some sense the integrant. Thus the differentiation of a set-valued mapping can be interpreted as an operation inverse to set-valued integration. Both the differential and the integral are defined via approximation by quasi-affine mappings introduced below. The class of quasi-affine mappings is compared with the classes of affine, semi-affine, eclipsing and multi-affine mappings.  相似文献   

19.
The paper is devoted to properties of set-valued stochastic differential equations. The main result of the paper deals with existence and uniqueness of solutions. Furthermore, a connection between solutions of stochastic differential inclusions and solutions of set-valued stochastic differential equations are given. The result of the paper extends a lot of particular results dealing with such type equations.  相似文献   

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