Almost sure convergence of set-valued martingales and submartingales (Q1207364): Difference between revisions
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Revision as of 03:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure convergence of set-valued martingales and submartingales |
scientific article |
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Almost sure convergence of set-valued martingales and submartingales (English)
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1 April 1993
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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.
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convergence in Mosco sense
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set-valued martingale
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submartingale
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