| 集值Lebesgue—Stieltjes积分 |
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| 引用本文： | 汪振鹏,汪荣明.集值Lebesgue—Stieltjes积分[J].应用概率统计,1997,13(3):303-316. |
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| 作者姓名： | 汪振鹏 汪荣明 |
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| 作者单位： | 华东师范大学，华东师范大学 上海 200062，上海 200062 |
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| 基金项目： | National Natural Science Foundatioil of China |
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| 摘 要： | 本文首先刻划了B(R_ )上的集值测度,其次建立了(R_ B(R_ ))上的集值Lebesgue-Stieltjes积分.最后,进—步建立了集值随机Lebesgue-Stietjes积分的理论.
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| 关 键 词： | 集值测度 集值Lebesgue-Stieltjes积分 集值随机Lebesgue-Stieltjes积分 可积变差 |
Set-valued Lebesgue-Stieltjes Integrals |
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| WANG ZHENPENG WANG RONGMING.Set-valued Lebesgue-Stieltjes Integrals[J].Chinese Journal of Applied Probability and Statisties,1997,13(3):303-316. |
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| Authors: | WANG ZHENPENG WANG RONGMING |
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| Abstract: | In this paper, set-valued measures on B(R ) are characterized, the set-valued Lebesgue-Stieltjes integrals on (R ,B(R )) are established. Finally, we establish further the theory of set-valued stochastic Lebesgue-Stieltjes integral. |
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| Keywords: | Radon-Nikodym derivatives set-valued measure Lebesgue- Stieltjes integrals set-valued stochastic Lebesgue-Stieltjes integrals integrable variation |
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