참고문헌
- J. Math. Anal. Appl v.12 Integrals of set-valued functions R.J.Aumann
- J.Multivariate Anal v.7 Integrals, conditional expectations and martingales of multivalued functions F.Hiai;H.Umegaki
In this paper we will consider interval-valued martin-gales. We obtain several results parallel to the case of real-valued martingales. For example an