Multivalued quasi-martingales and uniform amarts (Q5919221): Difference between revisions

The subject of this paper are quasimartingales and uniform amarts or random sets with values in the class \({\mathbb{K}}_ c\) of all nonempty closed bounded convex subsets of a separable Banach space \({\mathbb{E}}\). These multivalued quasimartingales and uniform amarts are defined in terms of the Hausdorff distance and the conditional expectation of random sets as defined by \textit{F. Hiai} and \textit{H. Umegaki} in their paper on multivalued martingales, J. Multivariate Anal. 7, 149-182 (1977; Zbl 0368.60006). Extending results of \textit{A. Bellow} [Z. Wahrscheinlichkeitstheor. Verw. Geb. 41, 177-191 (1977; Zbl 0391.60005)] to the set-valued case, the author proves that a process of random sets in \({\mathbb{K}}_ c\) is a uniform amart if and only if it is the sum of a martingale and a uniform potential (Riesz decomposition), and that each quasimartingale is a uniform amart. Furthermore, using a result of \textit{C. Castaing} [Revue Franç. Inform. Rech. Opérat. 1, 91-126 (1967; Zbl 0153.085)] on selections, it is shown that for each multivalued quasimartingale \(X=\{X_ n| n\in {\mathbb{N}}\}\) there exists a sequence \(\{f^ k| k\in {\mathbb{N}}\}\) of vector-valued quasimartingales (resp. uniform amarts) \(f^ k=\{f^ k_ n| n\in {\mathbb{N}}\}\) satisfying \(X_ n=cl\{f^ k_ n| k\in {\mathbb{N}}\}^ a.\)e. for all \(n\in {\mathbb{N}}\). Results of this type are also obtained for regular quasimartingales (resp. uniform amarts) in the case where \({\mathbb{E}}\) has the Radon-Nikodym property. In the final part of this paper, separable Banach spaces having the Radon-Nikodym property are characterized by regularity and a weak form of a.e. convergence of uniformly integrable \(L^ 1\)-bounded uniform amarts of random sets in \({\mathbb{K}}_ c\).