A representation theorem for set-valued submartingales

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED

Stochastic Analysis and Applications Pub Date : 2023-12-28 DOI:10.1080/07362994.2023.2296528

Luc T. Tuyen, Vu T. Luan

引用次数: 0

Abstract

The integral representation theorem for martingales has been widely used in probability theory. In this work, we propose and prove a general representation theorem for a class of set-valued submart...

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集合值子鞅的表示定理

马氏常数的积分表示定理已被广泛应用于概率论中。在这项工作中，我们提出并证明了一类集合值子马氏定理的一般表示定理。

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来源期刊

Stochastic Analysis and Applications 数学-统计学与概率论

CiteScore

2.70

自引率

7.70%

发文量

审稿时长

6-12 weeks

期刊介绍： Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.