Convergence and representation theorems for set valued random processes
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The paper deals with random elements which take, as values, subsets of a separable Banach space (multifunctions). For such elements, under adequate assumptions, it is possible to define objects such as conditional expectations and consequently martingales and related processes (amarts and martingales in the limit). One is subsequently lead to prove analogues of the convergence theorems known for ordinary martingales, amarts and martingales in the limit. This is the topic of the paper and in it one finds vesions of the expected convergence results under assumptions which are ``typical (for instance, the Banach space has the Radon-Nikodym property), but too numerous and technical to be stated here (thus set convergence is in the Kuratowski-Marco sense). Many of the results stated in the paper improve on work done by numerous other authors.
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Cited in
(25)- Weak convergence of random sets in Banach spaces
- Convergence theorems for set-valued martingales and semimartingales
- Almost sure convergence and decomposition of multivalued random processes
- A *-mixing convergence theorem for convex set valued processes
- Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time
- Random fuzzy sets and fuzzy martingales
- Convergence theorems for set-valued amarts and uniform amarts
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- Set-valued measures generated by set-valued increasing processes
- Convex integral functionals
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- Essential (convex) closure of a family of random sets and its applications
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