Representation theorem of set valued regular martingale: application to the convergence of set valued martingale
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Publication:2273714
DOI10.1016/J.SPL.2019.06.024zbMath1454.60057OpenAlexW2954613138WikidataQ127531746 ScholiaQ127531746MaRDI QIDQ2273714
Publication date: 25 September 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2019.06.024
conditional expectationlinear topologymosco convergencemultivalued martingalemultivalued regular martingale
Related Items (4)
Multivalued Bourgin's theorem and applications ⋮ Set valued Aumann-Pettis integrable martingale representation theorem and convergence ⋮ Convergence theorem of Pettis integrable multivalued pramart ⋮ Conditional expectation of Pettis integrable random sets: existence and convergence theorems
Cites Work
- M-convergence, et régularité des martingales multivoques: Epi- martingales. (M-convergence and regularity of multivalued martingales: Epi-martingales)
- On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
- Convex analysis and measurable multifunctions
- Integrals, conditional expectations, and martingales of multivalued functions
- Weak star convergence of martingales in a dual space
- Stopping Time Techniques for Analysts and Probabilists
- Support and distance functionals for convex sets
- Some various convergence results for multivalued martingales
- On Convergence and Closedness of Multivalued Martingales
- Martingale Convergence and the Radon-Nikodym Theorem in Banach Spaces.
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