On a.s. convergence of classes of multivalued asymptotic martingales

zbMath0577.60010MaRDI QIDQ1065449

Sitadri N. Bagchi

Publication date: 1985

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1985__21_4_313_0

zbMATH Keywords

strong convergencepramartssub-martingale lemmaweak* compact subsets

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (13)

Convergence theorems for set-valued amarts and uniform amarts ⋮ New results in the theory of multivalued mappings. I: Topological characteristics and solvability of operator relations ⋮ Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients ⋮ On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence ⋮ On representation and regularity of continuous parameter multivalued martingales ⋮ On the Conditional Expectation and Convergence Properties of Random Sets ⋮ Convergence theorems for adapted sequences of random sets ⋮ Essential (convex) closure of a family of random sets and its applications ⋮ Almost sure convergence and decomposition of multivalued random processes ⋮ Convergence theorems for set-valued martingales and semimartingales ⋮ Characterisations of classes of multivalued processes using Riesz approximations ⋮ Convergence and representation theorems for set valued random processes ⋮ Applications of the method of compactness and decomposition: minimization, convergence of martingales, multivalued Fatou lemma

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