On the theory of Banach space valued multifunctions. II: Set valued martingales and set valued measures (Q1067035)

From MaRDI portal





scientific article; zbMATH DE number 3927277
Language Label Description Also known as
English
On the theory of Banach space valued multifunctions. II: Set valued martingales and set valued measures
scientific article; zbMATH DE number 3927277

    Statements

    On the theory of Banach space valued multifunctions. II: Set valued martingales and set valued measures (English)
    0 references
    1985
    0 references
    This paper studies the convergence of set-valued martingales both in the Hausdorff metric and in the Kuratowski-Mosco sense. Then it proceeds and examines the measurability and integrability properties of the extreme points of multifunctions. Also the notion of weak convergence of multifunction is introduced, studied and compared with other modes of set convergence. This leads to a new convergence result for set-valued martingales. Finally set-valued measures are considered and an integral with respect to a set-valued measure is introduced and studied.
    0 references
    measurable multifunction
    0 references
    measurable selection
    0 references
    set-valued Radon- Nikodým derivative
    0 references
    Aumann's integral
    0 references
    convergence of set-valued martingales
    0 references
    set-valued measures
    0 references

    Identifiers