The martingale decomposition for set-valued superpramart

zbMATH Open1389.60060MaRDI QIDQ5367995FDOQ5367995

Authors: Gao Ming Li, Haipeng Li 

Publication date: 20 October 2017

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• scientific article; zbMATH DE number 62498

zbMATH Keywords

weak convergenceRiesz decompositionKurtowski-Mosco convergenceset-valued superpramart

Mathematics Subject Classification ID

Martingales and classical analysis (60G46)

Cited In (10)

• Title not available (Why is that?)
• 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
• The martingale decomposition for set-valued pramart

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