Characterisations of classes of multivalued processes using Riesz approximations

DOI10.1016/0047-259X(92)90076-RzbMath0773.60034OpenAlexW2014410844MaRDI QIDQ1261296

Sitadri N. Bagchi

Publication date: 1 September 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(92)90076-r

zbMATH Keywords

multivalued martingalesRiesz approximationsRiesz decomposition for multivalued processesRiesz decomposition of single-valued amarts

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Vector-valued measures and integration (46G10) Radon-Nikodým, Kre?n-Milman and related properties (46B22) Martingales and classical analysis (60G46) Set functions, measures and integrals with values in abstract spaces (28B99)

Related Items (1)

On representation and regularity of continuous parameter multivalued martingales

Cites Work

• Unnamed Item
• On a.s. convergence of classes of multivalued asymptotic martingales
• Truncation methods applied to problems of weak or strong convergence in \(L^ 1\)
• Amarts: A class of asymptotic martingales. A: Discrete parameter
• Integrals, conditional expectations, and martingales of multivalued functions
• Representation theorems for multi-valued (regular) $L^1$-amarts.
• On Convergence of Vector-Valued Amarts of Finite Order
• Applications of set-valued Radon-Nikodym theorems to convergence of multivalued $L^1$-amarts.
• On convergence of vector-valued asymptotic martingales
• The riesz decomposition for vector-valued amarts

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