Convergence of two-parameter multivalued martingales in the limit

MaRDI QIDQ862230zbMATH OpenFDO

Authors Vu Viet Yen

Publication date 5 February 2007

Published in Acta Mathematica Vietnamica (Search for Journal in Brave)

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

Review text

There exist numerous extensions of the martingale concept; amarts, mils, games fairer with time, etc. Most of them have also been defined in vector-valued and in multiindex settings. The present paper is devoted to limit theorems for two-parameter martingales in the limit with values in separable real Banach spaces.

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Cited in

(9)

• On the multivalued asymptotic martingales
• Strong convergence of two-parameter vector-valued martingales and martingales in the limit
• On Levy's convergence theorems of two-parameter multivalued random processes
• Convergence of homogeneous matrix-valued -martingales
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