| 离散参数集值（上下）鞅的停时定理 |
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| 引用本文： | 汪荣明,汪振鹏.离散参数集值（上下）鞅的停时定理[J].应用概率统计,1998,14(2):203-212. |
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| 作者姓名： | 汪荣明 汪振鹏 |
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| 作者单位： | 华东师范大学!上海，200062，华东师范大学!上海，200062 |
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| 摘 要： | 本文建立了更广泛的各种集值（上下）鞅的停时定理；推广并改进了N．S．Papageoriou10]和张，汪，高13]中的结果。
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| 关 键 词： | 集值（上下）鞅 停时定理 集值条件期望 本性闭凸包 |
Doob's Stopping Theorem for Set-valued (Super, Sub) Martingales with Discrete Parameters |
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| WANG RONGMING, WANG ZHENPENG.Doob''s Stopping Theorem for Set-valued (Super, Sub) Martingales with Discrete Parameters[J].Chinese Journal of Applied Probability and Statisties,1998,14(2):203-212. |
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| Authors: | WANG RONGMING WANG ZHENPENG |
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| Abstract: | In this paper we establish all kinds of Doob's stopping theorems for more general set-valued (super, sub) martingales, extending and improving earlier results of N.S. Papageorgiou 10] and Zhang, Wang, Gao 13]. |
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| Keywords: | Set-valued (super sub) martingales Doob's stopping theorem set-valued conditional expectatio11 essential (convex) closure |
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