Martingales of Strongly Measurable Pettis Integrable Functions
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Publication:5663166
Cites work
- scientific article; zbMATH DE number 3137662 (Why is no real title available?)
- Abstract Ergodic Theorems
- Abstract martingale convergence theorems
- Applications of Radon-Nikodym Theorems to Martingale Convergence
- Extensions and Decompositions of Vector Measures
- Linear Operations on Summable Functions
- Martingale Convergence and the Radon-Nikodym Theorem in Banach Spaces.
- Martingales of Banach-valued random variables
- Martingales à valeurs vectorielles. Applications à la dérivation des mesures vectorielles
- On Integral Representation of Vector Valued Measures.
- On Integration in Vector Spaces
- On Weakly Compact Subsets of a Banach Space
- Radon-Nikodým theorems for the Bochner and Pettis integrals
- Weak Compactness and Vector Measures
Cited in
(6)- Martingale convergence, series expansion of Gaussian elements, and strong law of large numbers in Frechet spaces
- Convergence theorem of Pettis integrable multivalued pramart
- On Mosco convergence of conditional expectation for sequences of Pettis-integrable random sets
- Pettis mean convergence of vector-valued asymptotic martingales
- Set valued Aumann-Pettis integrable martingale representation theorem and convergence
- Conditional expectation of Pettis integrable random sets: existence and convergence theorems
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