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並列摘要


Martingale theory plays an important role in probability theory and applications such as mathematical finance, system control and so on. Classical martingale theory has been extended to more general cases, i.e., the theory of set-valued martingales and fuzzy set-valued martingales. In this paper, we shall introduce the concept of set-valued asymptotic martingale in probability (pramart for short) in a Banach space and discuss its some properties. Then we shall prove two convergence theorems of set-valued pramart in the sense of Δ and Hausdorff metric in probability respectively.

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