Convergence and representation theorems for set valued random processes
From MaRDI portal
Publication:5903956
DOI10.1080/07362998908809176zbMath0672.60022OpenAlexW2040799820MaRDI QIDQ5903956
Publication date: 1989
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998908809176
Radon-Nikodym propertymartingale theorymeasurable multifunctionset-valued amartsset valued random processes
Martingales with discrete parameter (60G42) Geometric probability and stochastic geometry (60D05) Generalizations of martingales (60G48) Probability theory on algebraic and topological structures (60B99)
Related Items (6)
On Set-Valued Stochastic Integrals ⋮ Fuzzy martingales - a simple form of fuzzy processes∗ ⋮ Weak convergence of random sets in Banach spaces ⋮ On multivalued supermartingales with continuous parameter:martingale selectors and their regularity ⋮ On Convergence and Closedness of Multivalued Martingales ⋮ On representation and regularity of continuous parameter multivalued martingales
Cites Work
- Unnamed Item
- Unnamed Item
- On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
- Fourier coefficients and growth of harmonic functions
- Semimartingales: A course on stochastic processes
- On the relations between two types of convergence for convex functions
- Integrals, conditional expectations, and martingales of multivalued functions
- Radon-Nikodym theorems for set-valued measures
- On the continuity of the Young-Fenchel transform
- Sur la fonction d'appui des ensembles convexes dans un espace localement convexe
- 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
- On convergence of vector-valued asymptotic martingales
- Survey of Measurable Selection Theorems
- Pointwise convergence in terms of expectations
This page was built for publication: Convergence and representation theorems for set valued random processes