Markov Process And The General Theory Of Interval-valued

Firstly, some important properties of the random interval are obtained in the probability space (Ω,(?), P). Proceed to the next step,integrability and conditional expectation of random in-terval are researched. And, several equivalent definitions of the interval-valued Markov process are proved.It also studied relationship of several σ algebra which were related. Then the equiv-alent relation between interval-valued Markov process and two-dimensional Markov process is obtained. Finally,using the conditional expectations of random interval, it proves some properties on the interval-valued martingale.