集值随机过程的投影

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．     

自反B空间中集值增过程的对偶投影

假定Ａ是以自反Ｂａｎａｃｈ空间中弱紧凸集为值的集值增过程，本文研究了非负有界可测过程关于Ａ的积分以及Ａ在乘积可测空间上生成的集值测度，证明了每个可积集值增过程存在唯一对偶可选（可料）投影．     

Projections and regularity of abstract processes

In this note we shall prove the existence of optional and predictable projections of stochastic processes X taking values in a Banach space E. Furthermore, if the range of X is contained in a compact set and if X is cadlag (respectively caglad), then the optional (respectively predictable) projection possesses the same property. Finally, we shall prove that every E-valued martingale has a cadlag modification     

Stability of a class of stochastic distributed parameter systems with random boundary conditions

In this article we consider the question of stability of a class of stochastic systems governed by elliptic and parabolic second order partial differential equations with Neumann boundary conditions. Results on the “stability in the mean” are given in Theorems 1 and 2, and those on “almost sure stability” are presented in Theorems 3 and 4. These results are proved under the assumption that the perturbing forces are measurable stochastic processes defined on $\text{I × Ω}$. In Theorem 5 it is shown that the proofs require only minor modification to admit progressively measurable (predictable or optional) processes.     

On the Theory of (Dual) Projection for Fuzzy Stochastic Processes

Abstract

In a theory similar to one of real-valued stochastic processes, in this paper, we investigate the projection and dual projection for fuzzy stochastic processes. First, the related concepts of fuzzy stochastic processes are introduced, such as adaption, measurability, optionality, predictability, etc. Subsequently, we study fuzzy stochastic integral and fuzzy measure generated by increasing fuzzy stochastic processes. Moreover, (dual) projection w.r.t. (increasing) fuzzy stochastic processes are discussed. We prove the existence and uniqueness of (dual) optional (predictable) projection for (increasing) fuzzy stochastic processes.     

有界可料过程关于集值平方可积鞅的集值随机积分

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。     

关于模糊集值平方可积鞅的随机积分

给出了模糊集值平方可积鞅的定义以及简单实值可料过程关于模糊集值平方可积鞅的随机积分的定义;证明了该积分仍具有模糊集值平方可积鞅的性质。     

On set-valued stochastic integrals in an M-type 2 Banach space

In a separable Banach space, for set-valued martingale, several equivalent conditions based on the measurable selections are discussed, and then, in an M-type 2 Banach space, at first we define single valued stochastic integral by the differential of a real valued Brownian motion, after that extend it to set-valued case. We prove that the set-valued stochastic integral becomes a set-valued submartingale, which is different from single valued case, and obtain the Castaing representation theorem for the set-valued stochastic integral, which is applicable for set-valued stochastic differential equations.     

The hausdorff metric and measurable selections

We construct measurable selections for closed set-valued maps into arbitrary complete metric spaces. We do not need to make any separability assumptions. We view the set-valued maps as point-valued maps into the hyperspace and our measurability assumptions arethe usual kinds of measurability of point-valued maps in this setting. We also discuss relationship of these measurability conditions to the ones usually considered in the theory of measurable selections.     

On Fatou’s lemma and parametric integrals for set-valued functions

In this paper we present new versions of the set-valued Fatou’s lemma for sequences of measurable multifunctions and their conditional expectations. Then we use them to study the continuity and measurability properties of parametrized set-valued integrals.     

Integral representation of random set-valued measures

Abstract

We consider random set-valued measures with values in a separable Banach space. We prove two integral representation theorems using measurable multifunctions and set-valued integrals. The first theorem is valid for all separable Banach spaces, while the second holds for reflexive separable Banach spaces.     

Random fixed points of set-valued operators

Some random fixed point theorems for set-valued operators are obtained. The measurability of certain marginal maps is also studied. The underlying measurable space is not assumed to be a Suslin family.

     

Measurable solutions for stochastic evolution equations without uniqueness

A method for obtaining measurable solutions to stochastic evolution equations in which there is no uniqueness for the corresponding non-stochastic equation is presented. It involves a technique based on a measurable selection theorem for set-valued functions. No assumptions are needed on the underlying probability space. An application is given to the stochastic Navier–Stokes problem in arbitrary dimensions. We also show the existence of measurable solutions to stochastic ordinary differential equations in which there is no uniqueness. A finite-dimensional generalization is given to adapted solutions in the case of a normal filtration and path uniqueness.     

Selezioni continue o misurabili

We give a characterization of set-valued mappings from a topological (measure) space into the class of real non-empty intervals admitting a continuous (measurable) selection. As an application we obtain a characterization of set-valued functions defined on IR ⁿ admitting an approximately continuous or an approximately continuous and almost everywhere continuous selection.     

Solvability of Langevin differential inclusions with set-valued diffusion terms on Riemannian manifolds

The existence of weak solution is proved for a Langevin type second-order stochastic differential inclusion on a complete Riemannian manifold, having both drift and diffusion terms set-valued. The construction of solution involves integral operators with Riemannian parallel translation and a special sequence of continuous ?-approximations for an upper semicontinuous set-valued mapping with convex bounded closed values, that is proved to converge point-wise to a Borel measurable selection.     

On the Parametrized Integral of a Multifunction: The Unbounded Case

Integration of set-valued maps (alias multifunctions) depending on a parameter is revisited. Results of Artstein, and of Saint-Pierre and Sajid are extended to the case of set-valued maps whose values may be unbounded. In the general case, this is achieved assuming that the transition probabilities involved in the integration procedure are absolutely continuous with respect to some fixed probability measure. However, when the integrating probability measure does not depend on the parameter this hypothesis is shown to be unnecessary. On the other hand, an alternative proof of a result of Saint-Pierre and Sajid is provided for convex compact-valued multifunctions. An application is given to the control of chattering systems. It is an extension of a result of Artstein to the case of set-valued maps with unbounded values. The proof of the main results is simple and essentially relies on measurable selections arguments.      

On single-valuedness of convex set-valued maps

It is proved that ifX andY are linear spaces andF :X p(Y) is a set-valued map with convex graph such thatF(x) Ø for allx X andF(x ₀) is a singleton for somex ₀, thenF is single-valued and affine. Applications to metric projections and to adjoints of set-valued maps are given.Supported by NSF Grant DMS-9100228.The main result of this paper has been obtained while the second author was visiting the Pennsylvania State University in the framework of the exchange agreement between the Romanian Academy and the National Academy of Sciences of the U.S.A.     

Invariant Measures for Set-Valued Dynamical Systems

A continuous map on a compact metric space, regarded as a dynamical system by iteration, admits invariant measures. For a closed relation on such a space, or, equivalently, an upper semicontinuous set-valued map, there are several concepts which extend this idea of invariance for a measure. We prove that four such are equivalent. In particular, such relation invariant measures arise as projections from shift invariant measures on the space of sample paths. There is a similarly close relationship between the ideas of chain recurrence for the set-valued system and for the shift on the sample path space.

     

Banach空间中线性算子的(集值)度量广义逆及其齐性单值选择

为研究Banach空间中不适定线性算子方程的最佳逼近解,Nashed在文[1]中引入了Banach空问中线性算子T的(集值)度量广义逆T的概念,并提出“求解线性算子的(集值)度量广义逆的具有良好性质的单值选择是值得研究”的公开问题.本文首先证明了Banach空间中线性算子的度量广义逆是具有闭凸值的集值映射,给出了该度量广义逆的等价表达式,并利用Banach空间的再赋范方法,给出其有界齐性的单值选择,部分地解决了Nashed所提出的公开问题.     

Minimal Projections onto Subspaces with Codimension 2

In this article, the relationship between absolute projection constants with dimension n and with codimension n is given. In particular, bounds from below are found for absolute projection constants with codimension 2. Also, exact formulas for minimal projections in this case are given. It is shown that these minimal projections are not unique.