Integrals, conditional expectations, and martingales of multivalued functions
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Publication:1242587
DOI10.1016/0047-259X(77)90037-9zbMATH Open0368.60006MaRDI QIDQ1242587FDOQ1242587
Authors: Hisaharu Umegaki, Fumio Hiai 
Publication date: 1977
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Probability measures on topological spaces (60B05) Vector-valued set functions, measures and integrals (28B05)
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Cited In (only showing first 100 items - show all)
- M-convergence, et régularité des martingales multivoques: Epi- martingales. (M-convergence and regularity of multivalued martingales: Epi-martingales)
- A uniform strong law of large numbers for partial sum processes of fuzzy random variables indexed by sets
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- On the convergence and representation of random fuzzy number integrals
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- Convergence theorems for set-valued amarts and uniform amarts
- Strong law of large numbers for t-normed arithmetics
- Topological properties of nonconvex differential inclusions of evolution type
- Characterizing existence of minimizers and optimality to nonconvex quadratic integrals
- Solution sets for Young differential inclusions
- Relaxation of infinite dimensional control systems
- A large deviation principle for random upper semicontinuous functions
- A GENERAL METHOD FOR CONVERGENCE THEOREMS OF FUZZY SET-VALUED RANDOM VARIABLES AND ITS APPLICATIONS TO MARTINGALES AND UNIFORM AMARTS
- A strong law of large numbers for random upper semicontinuous functions under exchangeability conditions.
- Gaussian processes and martingales for fuzzy valued random variables with continuous parameter
- Reversing the order of integration in iterated expectations of fuzzy random variables, and statistical applications
- Influence diagrams with super value nodes involving imprecise information
- Structural optimization of thin elastic plates: the three-dimensional approach
- Nonlinear expectations of random sets
- A multivalued history-dependent operator and implicit evolution inclusions. I
- Optimality conditions for mass design problems and applications to thin plates
- Relaxation and optimisation of a phase-field control system with hysteresis
- Convergence theorems for set-valued martingales and semimartingales
- Trajectories of set valued integrals
- Approximate Selections and Fixed Points for Upper Semicontinuous Maps with Decomposable Values
- Convergence of set-valued and fuzzy-valued martingales
- Set-valued functions of bounded generalized variation and set-valued Young integrals
- Differentiating random upper semicontinuous functions under the integral sign
- Dynamical behavior of a stochastic forward-backward algorithm using random monotone operators
- On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales
- Constructive definitions of fuzzy random variables
- On the dependence of the solutions and optimal solutions of control problems on the control constraint set
- Evaluate fuzzy Riemann integrals using the Monte Carlo method
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- Approximation methods for multivalued differential equations in Hilbert spaces
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- Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks
- LAWS OF LARGE NUMBERS FOR WEIGHTED SUMS OF FUZZY SET-VALUED RANDOM VARIABLES
- Fundamentals and Bayesian analyses of decision problems with fuzzy-valued utilities
- Convergence criteria for interval-valued inequality indices
- The laws of large numbers for fuzzy random variables
- A Leray-Schauder Type Theorem for Approximable Maps
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- Convergence in approximation and nonsmooth analysis
- Continuous selections for a family of nonconvex-valued mappings with noncompact domain
- A Banach lattice approach to convergent integrably bounded set-valued martingales and their positive parts
- Properties of the solutions set for a class of nonlinear evolution inclusions with nonlocal conditions
- Subdifferential and conjugate calculus of integral functions with and without qualification conditions
- Anti-periodic solutions for nonlinear evolution equations
- Differential inclusions of fractional order with impulse effects in Banach spaces
- On the dependence of the solutions and optimal solutions of control problems on the control constraint set
- Martingale representation theorem for set-valued martingales
- Efficiency and optimality in economies described by coalitions
- Subdifferential calculus rules for possibly nonconvex integral functions
- Integrable boundedness of set-valued stochastic integrals
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- Representation of additive functionals on vector-valued normed Köthe spaces
- Convergence theorem for fuzzy martingales
- Stochastic set differential equations
- Value function and optimality conditions for semilinear control problems
- Subdifferentiation of integral functionals
- On set-valued cone absolutely summing maps
- On the efficiency and optimality of random allocations
- On a new set-valued stochastic integral with respect to semimartingales and its applications
- An indexed multivariate dispersion ordering based on the Hausdorff distance
- STOCHASTIC INCLUSIONS WITH MULTIVALUED INTEGRATORS
- On strong laws of large numbers for random upper semicontinuous functions
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