集值布朗运动与其性质-应用数学专业论文.docxVIP

程南交通大学鞭±疆究生学位论文第i页摘要f榘蓬篷爨燮鼙与集藿隧瓤遗穗终隽一个赣磐戆磷究锁壤，无逢在疆、论上还是实际应用上面都不太成熟，不够完酱，需要进一步的探索与开发。而作为随机过稷的重要类型一布朗运动，在实际应耀上具有很大的、声一L／薅处，7奉文鹣一个戆法藏是穗燕篷与毒麴运动结台莛寒，研究集羲枣勰运动，为集值随机过程的研究掩供必要的理论基础。 本文首先给如了研究集值随机过程与集债随机变量所必需蛉知识，详缀分缝了集毽鼹机变量与它麓爵溅选择之耀翦关系，褥戮了集蘧骧橇 变激与集值随机过程的表示定理。撩着绘出了一般的布朗运动的定义，讨论了一般的磷朗运动与般熬鞅之瀛薅关系，f攒窭一觳戆瘩麓运蘑是一个一觳爨鞍，潦遵B强翳}l空间的撇入理论，脚张了集值随机变量正态性的定义和集德随机过程的增量的定义；用过拶代数的独立髓褥裂了集德蘸概过程的增摄蛉独立性的 定爻，疆嚣绘爨了集篷毒麓运动静定义势豆类酝予一般鞠露麓运动，绘 出了熊值布朗运动的表示。簸屐本文首先给凄了集值鞅嬲定义， 讨涂了集僮鞍靛几令性质，绘 窭了察篷毒蘩运渤每集蓬鞍之溺懿关系， 诞鞠了集穰毒朗滚动是一个繁 值鞅。／关键蠲枣蘩运动；褰蕴蘧辊过稳；园萄溅选择；《茎登，t／～磷南交逶大学鞭±醭变生学位论文繁l i贾Abst ractAsanewand developing researchfield，Set—valuedvariable and Set—valuedstochasticprocessisnotperfectbothintheory andpracticalapplication，andneedtobefurtherexploredand developed。Asanimportantaspectofstochasticprocess，Brown Motion has many practical applications．The thought of this article iS to combine Set“valued stochastiC process with Brown Motion，that is，to study Set”valued Brown motion，I hopethatitcanprovide necessarytheoreticalfoundationforSet—valuedstochasticprocess．In this paper，firstly the basic knowledge of Set—valued variable and Set—valued stochastic process is proposed，and the relationship between Set—valued variable and its measurabieselectionisexplicitlypresented；andtherepresentationof Set—valued variable andSet—valued stochastic processisgiven． Secondly，the conceptof ordinaryBrownMotionisgiven andthe relationship between ordinary Brown Motion and ordinary martingale is discussed：furthermore，the conclusion that an ordinary Brown Motion is an ordinary martingale is proven．Through Banach Space Embedding Theory，the definition of the normality of Set—valued variable is given and the increment’of Set—valued stochastic process is given．Through the independency of clr—algebra，the independency of the increment of Set—valued stochastic process is given．At last，just like ordinary Brown Motion，the definition of Set—valued Brown Motion and its、鞭南交通失常颂士谤究生学位论文第l l l贾representationi8given．Final ly，the concept of Set—valued martinga