A convergence theorem for set valued supermartingales with values in a separable banach space∗
From MaRDI portal
Publication:3794998
DOI10.1080/07362998708809128zbMath0649.60059MaRDI QIDQ3794998
Publication date: 1987
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998708809128
Hausdorff metric; set valued quasimartingales; supermartingales with values in a separable Banach space
60G48: Generalizations of martingales
60B12: Limit theorems for vector-valued random variables (infinite-dimensional case)
Related Items
On multivalued supermartingales with continuous parameter:martingale selectors and their regularity, On the Theory of (Dual) Projection for Fuzzy Stochastic Processes, Fuzzy martingales - a simple form of fuzzy processes∗, On the convergence properties of measurable multifunctions with values in a separable Banach space, Regularity and stopping theorem for fuzzy martingales with continuous parameters, Almost sure convergence and decomposition of multivalued random processes, Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time, Doob's Decomposition Theorem for Fuzzy (Super) Submartingales, Weak Convergence and Weak Compactness for Multifunctions with Values in a Separable Banach Space
Cites Work
- Unnamed Item
- On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
- Multifunctions on abstract measurable spaces and application to stochastic decision theory
- Random integral equations
- On the relations between two types of convergence for convex functions
- Integrals, conditional expectations, and martingales of multivalued functions
- On the continuity of the Young-Fenchel transform
- A convergence theorem for convex set valued supermartingales∗
- On the Efficiency and Optimality of Allocations. II
- On the Convergence of Sequences of Convex Sets in Finite Dimensions
- Quasi-Martingales.
