Convergence and representation theorems for set valued random processes (Q5925262): Difference between revisions

The paper deals with random elements which take, as values, subsets of a separable Banach space (multifunctions). For such elements, under adequate assumptions, it is possible to define objects such as conditional expectations and consequently martingales and related processes (amarts and martingales in the limit). One is subsequently lead to prove analogues of the convergence theorems known for ordinary martingales, amarts and martingales in the limit. This is the topic of the paper and in it one finds vesions of the expected convergence results under assumptions which are ``typical'' (for instance, the Banach space has the Radon-Nikodym property), but too numerous and technical to be stated here (thus set convergence is in the Kuratowski-Marco sense). Many of the results stated in the paper improve on work done by numerous other authors.