| 集值随机过程的投影 |
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| 引用本文： | 汪荣明,吴伟志.集值随机过程的投影[J].数学年刊A辑(中文版),2001(5). |
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| 作者姓名： | 汪荣明 吴伟志 |
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| 作者单位： | 华东师范大学统计系 上海 200062
(汪荣明)，西安交通大学理学院 西安 710049(吴伟志) |
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| 基金项目： | 国家自然科学基金（No．19971072） |
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| 摘 要： | 本文研究了集值可积变差随机过程的可选和可料对偶投影．当Ｂａｎａｃｈ空间Ｘ具有ＲＮＰ，其对偶空间Ｘ＊可分时，证明了Ｐｗｋｃ（Ｘ）值的可积变差过程存在唯一的可选和可料对偶投影．最后讨论了集值随机过程对偶投影的性质．
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| 关 键 词： | 可积变差 可选可料对偶投影 集值测度 有界变差 |
PROJECTIONS OF SET-VALUED STOCHASTIC PROCESSES |
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| WANG Rongming,WU Weizhi.PROJECTIONS OF SET-VALUED STOCHASTIC PROCESSES[J].Chinese Annals of Mathematics,2001(5). |
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| Authors: | WANG Rongming WU Weizhi |
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| Institution: | WANG Rongming,WU Weizhi Department of Statistics,East China Normal University,Shanghai 200062,China. E-mail: rmwang@stsvr.stat.ecnu.edu.cn Science Col1ege,Xian Jiantong University,Xian 710049,China. E-mail: weizhi.wu@263.net |
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| Abstract: | The dual optional and predictable projection of sat-valued processes with integrable variation are studied. When a separable Banach space X has the RNP and its dual space X* is separable, the existence and uniqueness of dual optional and predictable projection with Pwkc(X)-valued integrable variation processes are proved. Finally some properties of the dual projection of set-valued random processes are examined. |
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| Keywords: | Integrable variation Dual optional and predictable projections Set-valued measure Bounded variation |
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