Integrals, conditional expectations, and martingales of multivalued functions
From MaRDI portal
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)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Conditional measures and operators
- Integrals which are convex functionals
- Measurable relations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Integrals of set-valued functions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- An Embedding Theorem for Spaces of Convex Sets
- Conditional expectation in an operator algebra
- The Range of a Vector-Valued Measure
- Martingale Convergence and the Radon-Nikodym Theorem in Banach Spaces.
- Some Selection Theorems for Measurable Functions
- A note on the convergence of Banach-space valued martingales
- Measurable dependence of convex sets and functions on parameters
- Martingales of Banach-valued random variables
- Conditional expectation in an operator algebra. II
- Title not available (Why is that?)
- Applications of Radon-Nikodym Theorems to Martingale Convergence
- Abstract martingale convergence theorems
- Set-Valued Measures
- Title not available (Why is that?)
- Sur les multi-applications mesurables
- Title not available (Why is that?)
- Measurable Multivalued Mappings and Lusin's Theorem
- Banach space-valued random variables and tensor products of Banach spaces
- Title not available (Why is that?)
- Title not available (Why is that?)
- Contractive projections and conditional expectations
- Linear operations tensor products, and contractive projections in function spaces
- Title not available (Why is that?)
Cited In (only showing first 100 items - show all)
- Limit theorems for fuzzy-random variables
- Existence and relaxation results for nonlinear second-order multivalued boundary value problems in \(\mathbb{R}^N\)
- Set-valued stochastic intergrals and stochastic inclutions1
- Stochastic Functional Inclusion Driven by Semimartingale
- Convergence of Conditional Expectations and Strong Laws of Large Numbers for Multivalued Random Variables
- On the solutions of set-valued stochastic differential equations in M-type 2 Banach spaces
- The central limit theorems for fuzzy random variables
- On Set-Valued Stochastic Integrals
- On properties of the Choquet integral of interval-valued functions
- On the solution sets of four-point boundary value problems for nonconvex differential inclusions
- Control system with hysteresis and delay
- On the existence of periodic solutions for differential inclusions
- Properties of integral solutions of differential inclusions with m- accretive operators
- A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach
- G-convergence of monotone operators
- The fuzzy set-valued measures generated by fuzzy random variables
- Convergence of set valued sub- and supermartingales in the Kuratowski-Mosco sense
- Lebesgue-Bochner spaces, decomposable sets and strong weakly compact generation
- Properties of solutions of a control system with hysteresis
- On the structure of solutions for fuzzy initial value problem
- Controllability of impulsive evolution inclusions with nonlocal conditions
- On optimality conditions for some nonsmooth optimization problems over \(L^p\) spaces
- A note on convergence properties of interval-valued capacity functionals and Choquet integrals
- On set-valued stochastic integrals and fuzzy stochastic equations
- On the comparison of Aumann and Bochner integrals
- Existence of equilibrium in Bayesian games with infinitely many players
- An extension of Fubini's theorem for fuzzy random variables
- Nonlocal impulsive fractional differential inclusions with fractional sectorial operators on Banach spaces
- Differentiable selections of multifunctions and their applications
- Boundary value problems of a class of nonlinear partial differential inclusions
- Centrality as a gradual notion: a new bridge between fuzzy sets and statistics
- Strong laws of large numbers for adapted arrays of set-valued and fuzzy-valued random variables in Banach space
- Embedding theorems for classes of convex sets
- Strong laws of large numbers for arrays of rowwise independent random compact sets and fuzzy random sets
- On the conditional variance of fuzzy random variables
- Strong laws of large numbers for independent fuzzy set-valued random variables
- On the representation of Choquet integrals of set-valued functions and null sets
- Fractional functional differential inclusions with finite delay
- On the equivalence of Aumann and Herer expectations of random sets
- Integration of Correspondences on Loeb Spaces
- On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
- Fractional calculus for interval-valued functions
- Regression and correlation analyses of a linear relation between random intervals
- Cone conditions in oligopolistic market models.
- \(L_ p\)-continuous extreme selectors of multifunctions with decomposable values: Existence theorems
- On multivalued fuzzy entropies
- Control systems described by a class of fractional semilinear evolution equations and their relaxation property
- Stochastic integrals of set-valued processes and fuzzy processes
- Central limit theorems for generalized set-valued random variables
- On set-valued stochastic integrals in an M-type 2 Banach space
- Representation theorems, set-valued and fuzzy set-valued Itô integral
- Image space approach and subdifferentials of integral functionals
- Birkhoff integral for multi-valued functions
- Impulsive differential inclusions with fractional order
- Calmness properties and contingent subgradients of integral functionals on Lebesgue spaces \(L_{p }, 1 \leqslant p < \infty \)
- \(L_p\)-Continuous selections of fixed points of~multifunctions with~ decomposable values. ~II. Relaxation theorems
- Random evolution inclusions of the subdifferential type
- Stochastic retarded inclusion with Carathéodory-upper separated multifunctions
- On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
- Parametrized relaxation for evolution inclusions of the subdifferential type
- Multivalued strong laws of large numbers in the slice topology. Application to integrands
- Fuzzy valued measure
- Existence and relaxation of solutions for a subdifferential inclusion with unbounded perturbation
- Solutions of evolution inclusions generated by a difference of subdifferentials
- \(L_ p\)-continuous extreme selectors of multifunctions with decomposable values: Relaxation theorems
- Some results for fractional boundary value problem of differential inclusions
- Markets with many more agents than commodities Aumann's ``hidden assumption
- Modeling the variance of return intervals toward volatility prediction
- Interval Abel integral equation
- Edgeworth's conjecture in economies with a continuum of agents and commodities
- Periodic solutions for semi-linear evolution inclusions
- Controllability of evolution inclusions with nonlocal conditions
- Random Fixed Point Theorems for Measurable Multifunctions in Banach Spaces
- SET DEFUZZIFICATION AND CHOQUET INTEGRAL
- A priori estimates for operational differential inclusions
- Strong laws of large numbers for double arrays of blockwise \(M\)-dependent random sets
- On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales
- A stability result for differential inclusions in Banach spaces
- Multidimensional and multivalued ergodic theorems for measure-preserving transformations
- Existence and relaxation of BV solutions for a sweeping process with a nonconvex-valued perturbation
- Law of large numbers and Ergodic Theorem for convex weak star compact valued Gelfand-integrable mappings
- \(L_p\)-Continuous selections of fixed points of~multifunctions with~ decomposable values. ~III. Applications
- BV solutions of a convex sweeping process with local conditions in the sense of differential measures
- Some properties and convergence theorems of set-valued Choquet integrals
- Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming
- The Upper and Lower Solutions Method for Stochastic Inclusions with Discontinuous Multivalued Mappings
- Convergences in a dual space with applications to Fatou lemma
- The core of an economy with differential information
- Filippov-Ważewski theorem for subdifferential inclusions with an unbounded perturbation
- Nonlocal Cauchy problems for semilinear differential inclusions with fractional order in Banach spaces
- 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
- Title not available (Why is that?)
This page was built for publication: Integrals, conditional expectations, and martingales of multivalued functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1242587)
