论文标题
关于Martingale代表定理的言论
Remarks on martingale representation theorem for set-valued martingales
论文作者
论文摘要
M. Kisielewicz提出了Martingale代表定理针对固定值的Martingales [J.数学。肛门。应用。 2014]。我们将证明结果仅适用于非常特殊的情况：设定值的Martingale脱离了点值。提出了一种特殊类型的非定位设定值的Martingales的修订代表定理。
Martingale representation theorem for set-valued martingales was proposed by M. Kisielewicz [J. Math. Anal. Appl. 2014]. We shall prove that the result holds only for very special case: the set-valued martingale degenerates to the point-valued one. A revised representation theorem for a special kind of non-degenerate set-valued martingales is presented.
