On the convergence and regularity of Aumann-Pettis integrable multivalued martingales

MaRDI QIDQ5131663zbMATH OpenFDO

Authors M. El Allali, M'hamed El-Louh, F. Ezzaki

Publication date 9 November 2020

Full work available at URL http://www.heldermann.de/JCA/JCA27/JCA274/jca27062.htm#jca271

zbMATH Keywords

regularityrepresentation theoremMosco convergencelinear topologyPettis multivalued martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05)

Recommendations

• Set valued Aumann-Pettis integrable martingale representation theorem and convergence
• Convergence of uniformly Pettis integrable multivalued martingales
• Some various convergence results for multivalued martingales
• M-convergence, et régularité des martingales multivoques: Epi- martingales. (M-convergence and regularity of multivalued martingales: Epi-martingales)
• Convergence theorem of Pettis integrable multivalued pramart

Cites work

• scientific article; zbMATH DE number 474681 (Why is no real title available?)
• scientific article; zbMATH DE number 490143 (Why is no real title available?)
• scientific article; zbMATH DE number 6914893 (Why is no real title available?)
• scientific article; zbMATH DE number 6398927 (Why is no real title available?)
• scientific article; zbMATH DE number 3373117 (Why is no real title available?)
• Approximation and decomposability in the space of Pettis integrable functions
• Approximation of Pettis integrable multifunctions with values in arbitrary Banach spaces
• Convergence of adapted sequences of Pettis-integrable functions
• Convex analysis and measurable multifunctions
• Integrals, conditional expectations, and martingales of multivalued functions
• M-convergence, et régularité des martingales multivoques: Epi- martingales. (M-convergence and regularity of multivalued martingales: Epi-martingales)
• Measurable Multifunctions In Nonseparable Banach spaces
• Measurable selectors and set-valued Pettis integral in non-separable Banach spaces
• On Convergence and Closedness of Multivalued Martingales
• On multivalued martingales whose values may be unbounded: Martingale selectors and Mosco convergence
• On the Pettis integral of closed valued multifunctions
• Representation theorems for multivalued pramarts
• Representations and regularity of multivalued martingales
• Some various convergence results for multivalued martingales
• Vitali type convergence theorems for Banach space valued integrals

Cited in

(6)

• Convergence of uniformly Pettis integrable multivalued martingales
• Convergence theorem of Pettis integrable multivalued pramart
• Some various convergence results for multivalued martingales
• Lifting approach to integral representations of rich multimeasures with values in Banach spaces. II
• Set valued Aumann-Pettis integrable martingale representation theorem and convergence
• A strong law of large numbers for non identically distributed Pettis integrable random sets in a general Banach space

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