On the Conditional Expectation and Convergence Properties of Random Sets

DOI10.2307/2154834zbMATH Open0830.60041OpenAlexW4240195958MaRDI QIDQ4846038FDOQ4846038

Authors: Nikolaos S. Papageorgiou 

Publication date: 26 September 1995

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

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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)

Cites Work

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Cited In (23)

• Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time
• Convergence theorems for adapted sequences of random sets
• On estimation of random variables via the martingale convergence theorem
• Almost sure convergence and decomposition of multivalued random processes
• Nonlinear expectations of random sets
• Convergence properties of martingales and martingale transforms for \(p\)th conditional expectation
• On the continuity of the vector valued and set valued conditional expectations
• Conditional expectation of integrands and random sets
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the equivalence of Aumann and Herer expectations of random sets
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic integral with respect to set-valued square integrable martingales
• Weak Compactness Criteria for Set Valued Integrals and Radon Nikodym Theorem for Vector Valued Multimeasures
• Convergence of conditional expectations for unbounded random sets, integrands and integral functionals
• Essential (convex) closure of a family of random sets and its applications
• Strong solution of Itô type set-valued stochastic differential equation
• The translative expectation of a random set
• Decomposition and representation theorem of set-valued amarts
• Set valued Bartle integrals
• Set-valued stationary processes
• On representation and regularity of continuous parameter multivalued martingales

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