Convergence theorems for set-valued martingales and semimartingales
type: Item
instance of: scholarly article
title: Convergence theorems for set-valued martingales and semimartingales
zbMATH Open document ID: 0773.60036
DOI: 10.1007/BF02204776
author: Nikolaos S. Papageorgiou
published in: Analysis Mathematica
publication date: 1993-09-01T00:00:00Z
review text: We continue our study of set-valued random processes, initiated in our previous works. In particular, we prove new stronger convergence and representation theorems for set-valued martingales and semimartingales, extending this way results existing in the literature. In the last two decades the subject of set-valued random processes has attracted the interest of several mathematicians. Also it was illustrated that set- valued random processes arise naturally in problems of optimization, of uncertain information systems, and of mathematical economics. We present two new convergence theorems. The first is for set-valued semimartingales, while the second is for set-valued martingales. In addition, both theorems also include regularity results.
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 404548
zbMATH Keywords: set-valued random processes
zbMATH Keywords: representation theorems
zbMATH Keywords: problems of optimization
zbMATH Keywords: set-valued martingales
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02204776
OpenAlex ID: W124074927
description: scientific article; zbMATH DE number 404548