Doob's Stopping Theorems for Set-Valued (Super, Sub) Martingales with Continuous Time
Received:September 14, 1998  
Key Words: set-valued （super   sub） martingale   Doob′s stopping theorem   set-valued conditional expectation   regularity.  
Fund Project:Supported by the National Natural Science Foundation of China (19971072)
Author NameAffiliation
WANG Rong-ming Dept. of Statistics
East China Normal University
Shanghai
China 
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Abstract:
      In this paper the regularity of set-valued martingales in the sense of JL is given first. Then we show some kinds of Doob's stopping theorems for set-valued (super, sub) martingales with continuous time.
Citation:
DOI:10.3770/j.issn:1000-341X.2000.04.008
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