On multivalued supermartingales with continuous parameter:martingale selectors and their regularity

DOI10.1080/07362999708809472zbMATH Open0902.60038OpenAlexW2084637982MaRDI QIDQ4381689FDOQ4381689

Wenlong Dong, Zhenpeng Wang

Publication date: 2 December 1998

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

Full work available at URL: https://doi.org/10.1080/07362999708809472

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zbMATH Keywords

Kuratowski convergencecadlag modificationsupermartingale with continuous parameter

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Martingales with continuous parameter (60G44)

Cites Work

• Integrals, conditional expectations, and martingales of multivalued functions
• On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
• Convergence of best approximations in a smooth Banach space
• On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
• Convergence theorems for Banach space valued integrable multifunctions
• On regularity of Banach-valued processes
• Convergence of continuous linear functionals and their level sets
• On the theory of Banach space valued multifunctions. II: Set valued martingales and set valued measures
• On Convergence and Closedness of Multivalued Martingales
• On the relations between two types of convergence for convex functions
• Convergence of Classes of Amarts Indexed by Directed Sets
• Support and distance functionals for convex sets
• On convergence of vector-valued asymptotic martingales
• Another convergence theorem of martingales in the limit
• A convergence theorem for set valued supermartingales with values in a separable banach space^∗
• Convergence and representation theorems for set valued random processes
• On Convergence of Vector valued Pramarts and Subpramarts
• Strong Convergence of Pramarts in Banach Spaces
• Characterizations of Vitali Conditions with Overlap in Terms of Convergence of Classes of Amarts

Cited In (4)

• Title not available (Why is that?)
• On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
• On representation and regularity of continuous parameter multivalued martingales
• A Martingale Selection Problem in the Finite Discrete‐Time Case

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