Representations and regularity of multivalued martingales

zbMath0522.60045MaRDI QIDQ1056138

Dinh Quang Luu

Publication date: 1981

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

stopping timemartingale selectionmulti-functionsRadon-Nikodym property of Banach spaces

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Generalizations of martingales (60G48) Radon-Nikodým, Kre?n-Milman and related properties (46B22)

Related Items (11)

Representation theorems, set-valued and fuzzy set-valued Itô integral ⋮ Strong solution of Itô type set-valued stochastic differential equation ⋮ Set valued Aumann-Pettis integrable martingale representation theorem and convergence ⋮ New results in the theory of multivalued mappings. I: Topological characteristics and solvability of operator relations ⋮ Decomposition and representation theorem of set-valued amarts ⋮ Gaussian processes and martingales for fuzzy valued random variables with continuous parameter ⋮ Stochastic integral with respect to set-valued square integrable martingales ⋮ Convergence theorems for set-valued martingales and semimartingales ⋮ Unnamed Item ⋮ Convergence of set-valued and fuzzy-valued martingales ⋮ Convergence of set valued sub- and supermartingales in the Kuratowski-Mosco sense

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