Almost sure convergence of set-valued martingales and submartingales
type: Item
instance of: scholarly article
title: Almost sure convergence of set-valued martingales and submartingales
zbMATH Open document ID: 0766.60052
DOI: 10.1007/BF00051637
published in: Acta Mathematica Hungarica
publication date: 1993-04-01T00:00:00Z
review text: We prove that if \((X_ n)_{n\geq 1}\) is a set-valued martingale (or submartingale) taking values from the family of all nonempty, closed, convex, bounded subsets of a reflexive, separable Banach space satisfying ``\(L^ 1\)-bounded'' condition, e.g., \(\sup_ nE| X_ n|<\infty\), then \(X_ n\) converges almost surely in Mosco sense.
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 149630
zbMATH Keywords: convergence in Mosco sense
zbMATH Keywords: set-valued martingale
zbMATH Keywords: submartingale
author: Bùi Khȯ'i Dàm
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 149630