Some various convergence results for multivalued martingales

DOI10.1007/978-4-431-99490-9_1zbMath1202.60064OpenAlexW12849562MaRDI QIDQ3589939

Charles Castaing, Fettah Akhiat, Fatima Ezzaki

Publication date: 21 September 2010

Published in: Advances in Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-4-431-99490-9_1

zbMATH Keywords

Mosco convergenceconditional expectationmartingalesubmartingalesupermartingalelinear topologyPettismil

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Convergence in general topology (sequences, filters, limits, convergence spaces, nets, etc.) (54A20) Bornologies and related structures; Mackey convergence, etc. (46A17)

Related Items (17)

Some various convergence results for normal integrands ⋮ Some applications of Birkhoff-Kingman ergodic theorem ⋮ Unnamed Item ⋮ Multivalued Bourgin's theorem and applications ⋮ A strong law of large numbers for non identically distributed Pettis integrable random sets in a general Banach space ⋮ Set valued Aumann-Pettis integrable martingale representation theorem and convergence ⋮ Law of large numbers and Ergodic Theorem for convex weak star compact valued Gelfand-integrable mappings ⋮ Convergence theorem of Pettis integrable multivalued pramart ⋮ Conditional expectation of Pettis integrable random sets: existence and convergence theorems ⋮ A new family of convex weakly compact valued random variables in Banach space and applications to laws of large numbers ⋮ Strong laws of large numbers for adapted arrays of set-valued and fuzzy-valued random variables in Banach space ⋮ Representation theorem of set valued regular martingale: application to the convergence of set valued martingale ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Mosco convergence of set-valued supermartingale ⋮ Unnamed Item ⋮ Strong law of large numbers of Pettis-integrable multifunctions

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