A convergence theorem for convex set valued supermartingales∗
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Publication:3696129
DOI10.1080/07362998508809072zbMath0575.60042OpenAlexW2060727794MaRDI QIDQ3696129
Publication date: 1985
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998508809072
Martingales with discrete parameter (60G42) Signal detection and filtering (aspects of stochastic processes) (60G35) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
Related Items (14)
Convergence theorems for set-valued amarts and uniform amarts ⋮ A convergence theorem for set valued supermartingales with values in a separable banach space∗ ⋮ Convergences and topology via sequences of multifunctions ⋮ On Convergence and Closedness of Multivalued Martingales ⋮ Decomposition and representation theorem of set-valued amarts ⋮ On the Conditional Expectation and Convergence Properties of Random Sets ⋮ Convergence theorems for adapted sequences of random sets ⋮ Stochastic integral with respect to set-valued square integrable martingales ⋮ Essential (convex) closure of a family of random sets and its applications ⋮ Weak Convergence and Weak Compactness for Multifunctions with Values in a Separable Banach Space ⋮ Almost sure convergence and decomposition of multivalued random processes ⋮ Convergence and representation theorems for set valued random processes ⋮ Convergence theorems for set-valued martingales and semimartingales ⋮ Convergence and representation theorems for set valued random processes
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