Set valued Aumann-Pettis integrable martingale representation theorem and convergence

DOI10.1007/S43034-020-00082-WMaRDI QIDQ2192875zbMATH OpenOpenAlexFDO

Authors M'hamed El-Louh, F. Ezzaki, Khalid Tahri

Publication date 21 August 2020

Published in Annals of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s43034-020-00082-w

zbMATH Keywords

Aumann-Pettis integrable martingaleconditional expectationPettis integralset valued regular martingaleslice topology

Mathematics Subject Classification ID

Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Classical Banach spaces in the general theory (46B25) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Martingales with discrete parameter (60G42)

Recommendations

• On the convergence and regularity of Aumann-Pettis integrable multivalued martingales
• Representation theorem of set valued regular martingale: application to the convergence of set valued martingale
• Convergence of uniformly Pettis integrable multivalued martingales
• On the theory of Banach space valued multifunctions. II: Set valued martingales and set valued measures
• Conditional expectation of Pettis integrable random sets: existence and convergence theorems

Cites work

• Absolute and Unconditional Convergence in Normed Linear Spaces
• Approximation and decomposability in the space of Pettis integrable functions
• Convergence of adapted sequences of Pettis-integrable functions
• Convergence of multivalued pramarts
• Convex analysis and measurable multifunctions
• scientific article; zbMATH DE number 3674411 (Why is no real title available?)
• scientific article; zbMATH DE number 11159 (Why is no real title available?)
• scientific article; zbMATH DE number 474681 (Why is no real title available?)
• scientific article; zbMATH DE number 490143 (Why is no real title available?)
• scientific article; zbMATH DE number 1045808 (Why is no real title available?)
• scientific article; zbMATH DE number 6914893 (Why is no real title available?)
• scientific article; zbMATH DE number 6398927 (Why is no real title available?)
• Integrals, conditional expectations, and martingales of multivalued functions
• M-convergence, et régularité des martingales multivoques: Epi- martingales. (M-convergence and regularity of multivalued martingales: Epi-martingales)
• Martingale Convergence and the Radon-Nikodym Theorem in Banach Spaces.
• Martingales of Strongly Measurable Pettis Integrable Functions
• On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
• On the convergence and regularity of Aumann-Pettis integrable multivalued martingales
• On the Pettis integral of closed valued multifunctions
• Representation theorem of set valued regular martingale: application to the convergence of set valued martingale
• Representation theorems for multivalued pramarts
• Representations and regularity of multivalued martingales
• Some various convergence results for multivalued martingales
• Stochastic processes of vector valued Pettis and McShane integrable functions
• Stopping Time Techniques for Analysts and Probabilists
• The weak Radon-Nikodym property in Banach spaces

Cited in

(7)

• Conditional expectation of Pettis integrable random sets: existence and convergence theorems
• Martingale representation theorem for set-valued martingales
• Representation theorem of set valued regular martingale: application to the convergence of set valued martingale
• scientific article; zbMATH DE number 167213 (Why is no real title available?)
• Convergence of uniformly Pettis integrable multivalued martingales
• On the convergence and regularity of Aumann-Pettis integrable multivalued martingales
• Convergence theorem of Pettis integrable multivalued pramart

This page was built for publication: Set valued Aumann-Pettis integrable martingale representation theorem and convergence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2192875)