On set-valued martingales, submartingales and supermartingales (Q1202821)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On set-valued martingales, submartingales and supermartingales |
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On set-valued martingales, submartingales and supermartingales (English)
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22 February 1993
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The notion of semi-martingales with values in the class of closed and convex sets in a separable Banach space is introduced. Several convergence theorems for set-valued sub- and supermartingales with discrete time are formulated. Two illustrative examples are given.
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set-valued martingales
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convergence theorems
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semi-martingales
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supermartingales with discrete time
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