On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence (Q1182754)
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| Language | Label | Description | Also known as |
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| English | On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence |
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On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence (English)
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28 June 1992
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Two results on the existence of martingale selections for a multivalued martingale are proved using classical properties of the projective limit of a sequence of subsets. Also, some further properties of the martingale selections are established. Finally some applications are given. The results may have applications in stochastic optimization or control.
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existence of martingale selections
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multivalued martingale
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stochastic optimization
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