The martingale decomposition for set-valued superpramart

MaRDI QIDQ5367995zbMATH OpenFDO

Authors Gao Ming Li, Haipeng Li

Publication date 20 October 2017

zbMATH Keywords

weak convergenceRiesz decompositionKurtowski-Mosco convergenceset-valued superpramart

Mathematics Subject Classification ID

Martingales and classical analysis (60G46)

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• Doob decomposition for set-valued inverse supermartingle
• scientific article; zbMATH DE number 5203878 (Why is no real title available?)
• Decomposition theorems for fuzzy supermartingales and submartingales
• Cones and decomposition of sub- and supermartingales
• Supermartingale decomposition theorem under \(G\)-expectation
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• Riesz decomposition of set-valued \(L^1\) martingale in the limit
• Another class martingale approximation of set-valued pramart
• On set-valued martingales, submartingales and supermartingales
• A remark on the decomposition of set-valued supermartingales

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