On Convergence and Closedness of Multivalued Martingales

DOI10.2307/2154584zbMath0806.60034OpenAlexW4231379990MaRDI QIDQ4286810

Xing-Hong Xue, Zhenpeng Wang

Publication date: 3 May 1994

Full work available at URL: https://doi.org/10.2307/2154584

zbMATH Keywords

multivalued martingaleHausdorff distance convergence

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Generalizations of martingales (60G48) Martingales and classical analysis (60G46)

Related Items (18)

Set-valued stationary processes ⋮ Multivalued Bourgin's theorem and applications ⋮ Conditional expectation of Pettis integrable random sets: existence and convergence theorems ⋮ A new family of convex weakly compact valued random variables in Banach space and applications to laws of large numbers ⋮ On multivalued supermartingales with continuous parameter:martingale selectors and their regularity ⋮ On representation and regularity of continuous parameter multivalued martingales ⋮ Strong laws of large numbers for adapted arrays of set-valued and fuzzy-valued random variables in Banach space ⋮ Set valued Bartle integrals ⋮ 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 ⋮ Representation theorem of set valued regular martingale: application to the convergence of set valued martingale ⋮ Stochastic integral with respect to set-valued square integrable martingales ⋮ Essential (convex) closure of a family of random sets and its applications ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Almost sure convergence and decomposition of multivalued random processes ⋮ Unnamed Item

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