On the theory of Banach space valued multifunctions. II: Set valued martingales and set valued measures
type: Item
instance of: scholarly article
title: On the theory of Banach space valued multifunctions. II: Set valued martingales and set valued measures
zbMATH Open document ID: 0579.28010
DOI: 10.1016/0047-259X(85)90079-X
author: Nikolaos S. Papageorgiou
published in: Journal of Multivariate Analysis
publication date: 1985-01-01T00:00:00Z
review text: This paper studies the convergence of set-valued martingales both in the Hausdorff metric and in the Kuratowski-Mosco sense. Then it proceeds and examines the measurability and integrability properties of the extreme points of multifunctions. Also the notion of weak convergence of multifunction is introduced, studied and compared with other modes of set convergence. This leads to a new convergence result for set-valued martingales. Finally set-valued measures are considered and an integral with respect to a set-valued measure is introduced and studied.
Mathematics Subject Classification ID: 28B20
Mathematics Subject Classification ID: 46G10
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 3927277
zbMATH Keywords: measurable multifunction
zbMATH Keywords: measurable selection
zbMATH Keywords: set-valued Radon- Nikodým derivative
zbMATH Keywords: Aumann's integral
zbMATH Keywords: convergence of set-valued martingales
zbMATH Keywords: set-valued measures
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3927277