A convergence theorem for convex set valued supermartingales∗

DOI10.1080/07362998508809072MaRDI QIDQ3696129zbMATH OpenOpenAlexFDO

Authors André de Korvin, R. Kleyle

Publication date 1985

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362998508809072

zbMATH Keywords

utility functionsupermartingaleconvex subsets of a Banach space

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with discrete parameter (60G42) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Cites work

• scientific article; zbMATH DE number 3335699 (Why is no real title available?)
• A survey of the theory of spectral operators
• Integrals of set-valued functions
• Integrals, conditional expectations, and martingales of multivalued functions
• Stable Maps and Schwartz Maps
• Weak Convergence of Set-Valued Functions and Control

Cited in

(17)

• scientific article; zbMATH DE number 1960844 (Why is no real title available?)
• Convergence and representation theorems for set valued random processes
• Convergence theorems for set-valued amarts and uniform amarts
• Convergence theorems for adapted sequences of random sets
• Goal uncertainty and the supermartingale property in an information feedback loop
• Weak Convergence and Weak Compactness for Multifunctions with Values in a Separable Banach Space
• A convergence theorem for set valued supermartingales with values in a separable banach space^∗
• Almost sure convergence and decomposition of multivalued random processes
• On the Conditional Expectation and Convergence Properties of Random Sets
• Convergence theorems for set-valued martingales and semimartingales
• Stochastic integral with respect to set-valued square integrable martingales
• On Convergence and Closedness of Multivalued Martingales
• Essential (convex) closure of a family of random sets and its applications
• Convergence and representation theorems for set valued random processes
• Convergences and topology via sequences of multifunctions
• A *-mixing convergence theorem for convex set valued processes
• Decomposition and representation theorem of set-valued amarts

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