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

DOI10.1080/07362999708809472MaRDI QIDQ4381689zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

Kuratowski convergencecadlag modificationsupermartingale with continuous parameter

Mathematics Subject Classification ID

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

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Cites work

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• Another convergence theorem of martingales in the limit
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• Convergence of Classes of Amarts Indexed by Directed Sets
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• Convergence theorems for Banach space valued integrable multifunctions
• Integrals, conditional expectations, and martingales of multivalued functions
• On Convergence and Closedness of Multivalued Martingales
• On Convergence of Vector valued Pramarts and Subpramarts
• On convergence of vector-valued asymptotic martingales
• On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
• On regularity of Banach-valued processes
• On the relations between two types of convergence for convex functions
• On the theory of Banach space valued multifunctions. I: Integration and conditional expectation
• On the theory of Banach space valued multifunctions. II: Set valued martingales and set valued measures
• Strong Convergence of Pramarts in Banach Spaces
• Support and distance functionals for convex sets

Cited in

(4)

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• A Martingale Selection Problem in the Finite Discrete‐Time Case

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