Characterisations of classes of multivalued processes using Riesz approximations

DOI10.1016/0047-259X(92)90076-RMaRDI QIDQ1261296zbMATH OpenOpenAlexFDO

Authors Sitadri N. Bagchi

Publication date 1 September 1993

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(92)90076-r

zbMATH Keywords

multivalued martingalesRiesz approximationsRiesz decomposition for multivalued processesRiesz decomposition of single-valued amarts

Mathematics Subject Classification ID

Vector-valued measures and integration (46G10) Martingales with continuous parameter (60G44) Radon-Nikodým, Kre?n-Milman and related properties (46B22) Martingales and classical analysis (60G46) Set functions, measures and integrals with values in abstract spaces (28B99)

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Cites work

• scientific article; zbMATH DE number 3373117 (Why is no real title available?)
• Amarts: A class of asymptotic martingales. A: Discrete parameter
• Applications of set-valued Radon-Nikodym theorems to convergence of multivalued $L^1$-amarts.
• Integrals, conditional expectations, and martingales of multivalued functions
• On Convergence of Vector-Valued Amarts of Finite Order
• On a.s. convergence of classes of multivalued asymptotic martingales
• On convergence of vector-valued asymptotic martingales
• Representation theorems for multi-valued (regular) $L^1$-amarts.
• The riesz decomposition for vector-valued amarts
• Truncation methods applied to problems of weak or strong convergence in L^ 1

Cited in

(4)

• Riesz spaces valued measures and processes
• Riemann-Hilbert approach to multi-time processes: the Airy and the Pearcey cases
• On representation and regularity of continuous parameter multivalued martingales
• On the class of all processes having a Riesz decomposition

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