Almost sure convergence of set-valued generalized martingales and submartingales

MaRDI QIDQ1815040zbMATH OpenFDO

Authors Richard Rödler

Publication date 3 March 1997

Published in Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Mosco-convergenceset-valued processes

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Recommendations

• Almost sure convergence of set-valued martingales and submartingales
• Convergence theorems for set-valued martingales and semimartingales
• Convergence of set valued sub- and supermartingales in the Kuratowski-Mosco sense
• Convergence and Riesz decomposition of set-valued submartingale
• On convergence of submartingales
• Martingale approximation of set-valued pramart and its convergence
• scientific article; zbMATH DE number 1031458
• Convergence of set-valued and fuzzy-valued martingales
• A convergence theorem for set-valued supermartingales

Cited in

(4)

• On set-valued martingales, submartingales and supermartingales
• Almost sure convergence of set-valued martingales and submartingales
• scientific article; zbMATH DE number 5128821 (Why is no real title available?)
• On the rareness of generalized sub- and supermartingales in the class of all uniformlyL₁bounded stochastic processes

This page was built for publication: Almost sure convergence of set-valued generalized martingales and submartingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1815040)