Almost sure convergence and decomposition of multivalued random processes (Q1806229)
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English | Almost sure convergence and decomposition of multivalued random processes |
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Almost sure convergence and decomposition of multivalued random processes (English)
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30 August 2000
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Let \(X\) be a separable Banach space and \(P_{f}(X)\) be the class of all nonempty closed subsets of \(X\). The authors extend some known convergence and (Riesz) decomposition results for random processes with values in Banach space to \(P_{f}(X)\)-valued processes (random sets). A variety of such multivalued processes is considered: submartingales, uniform amarts, weak sequential amarts and amarts of infinite order. The submartingale and uniform amarts cases of these results extend the well known convergence result of \textit{J. Neveu} [Ann. Inst. Heinri Poincaré, n. Sér., Sect. B 8, 1-7 (1972; Zbl 0235.60010)].
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multivalued conditional expectation
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submartingales
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uniform amarts
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weak sequential amarts
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amarts of finite order
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Riesz decomposition
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Mosco convergence
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weak convergence
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Wijsman convergence
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