On the multivalued asymptotic martingales (Q1083762): Difference between revisions

The aim of this paper is to present a theory of multivalued amarts (asymptotic martingales) considered as a simultaneous generalization of vector-valued amarts and multivalued martingales. In section I, we introduce some preliminary notations and definitions and give several examples of multivalued amarts. In section II, we present several convergence theorems for some suitable metric and also an almost sure-convergence theorem. Theorem 2.1 seems to be new even when restricted to the vector-valued amarts, whereas theorem 2.2. is in some sense a generalization for the case of multivalued amarts of a result in \textit{F. Hiai} and \textit{H. Umegaki}, J. Multivariate Anal. 7, 149-182 (1977; Zbl 0368.60006), see theorem 6.3 there. Also note that our theorem 2.4 is the multivalued version of \textit{R. V. Chacon} and \textit{L. Sucheston}'s theorem [Z. Wahrscheinlichkeitstheor. Verw. Geb. 33, 55-59 (1975; Zbl 0297.60005); theorem 2] with some modifications.