A convergence theorem for set valued supermartingales with values in a separable banach space∗

DOI10.1080/07362998708809128zbMath0649.60059OpenAlexW2090304116MaRDI QIDQ3794998

Nikolaos S. Papageorgiou

Publication date: 1987

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998708809128

zbMATH Keywords

Hausdorff metricset valued quasimartingalessupermartingales with values in a separable Banach space

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (10)

Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time ⋮ Doob's Decomposition Theorem for Fuzzy (Super) Submartingales ⋮ On the Theory of (Dual) Projection for Fuzzy Stochastic Processes ⋮ Fuzzy martingales - a simple form of fuzzy processes^∗ ⋮ On the convergence properties of measurable multifunctions with values in a separable Banach space ⋮ On multivalued supermartingales with continuous parameter:martingale selectors and their regularity ⋮ Regularity and stopping theorem for fuzzy martingales with continuous parameters ⋮ Convergence theorems for adapted sequences of random sets ⋮ Weak Convergence and Weak Compactness for Multifunctions with Values in a Separable Banach Space ⋮ Almost sure convergence and decomposition of multivalued random processes

Cites Work

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• On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
• Multifunctions on abstract measurable spaces and application to stochastic decision theory
• Random integral equations
• On the relations between two types of convergence for convex functions
• Integrals, conditional expectations, and martingales of multivalued functions
• On the continuity of the Young-Fenchel transform
• A convergence theorem for convex set valued supermartingales^∗
• On the Efficiency and Optimality of Allocations. II
• On the Convergence of Sequences of Convex Sets in Finite Dimensions
• Quasi-Martingales.

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