On set-valued martingales, submartingales and supermartingales (Q1202821)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On set-valued martingales, submartingales and supermartingales |
scientific article; zbMATH DE number 109361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On set-valued martingales, submartingales and supermartingales |
scientific article; zbMATH DE number 109361 |
Statements
On set-valued martingales, submartingales and supermartingales (English)
0 references
22 February 1993
0 references
The notion of semi-martingales with values in the class of closed and convex sets in a separable Banach space is introduced. Several convergence theorems for set-valued sub- and supermartingales with discrete time are formulated. Two illustrative examples are given.
0 references
set-valued martingales
0 references
convergence theorems
0 references
semi-martingales
0 references
supermartingales with discrete time
0 references
0.93163794
0 references
0.91834474
0 references
0.91745555
0 references
