On the Conditional Expectation and Convergence Properties of Random Sets

DOI10.2307/2154834zbMath0830.60041OpenAlexW4240195958MaRDI QIDQ4846038

Nikolaos S. Papageorgiou

Publication date: 26 September 1995

Full work available at URL: https://doi.org/10.2307/2154834

zbMATH Keywords

set-valued conditional expectationconvergence theorems for set-valued amarts and uniform amartsstopping time techniques

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (11)

Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time ⋮ Set-valued stationary processes ⋮ Strong solution of Itô type set-valued stochastic differential equation ⋮ On representation and regularity of continuous parameter multivalued martingales ⋮ Set valued Bartle integrals ⋮ Decomposition and representation theorem of set-valued amarts ⋮ Convergence theorems for adapted sequences of random sets ⋮ Stochastic integral with respect to set-valued square integrable martingales ⋮ Essential (convex) closure of a family of random sets and its applications ⋮ Weak Compactness Criteria for Set Valued Integrals and Radon Nikodym Theorem for Vector Valued Multimeasures ⋮ Almost sure convergence and decomposition of multivalued random processes

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