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Weak star convergence of martingales in a dual space

C. Castaing, F. Ezzaki, M. Lavie, M. Saadoune (2011)

Banach Center Publications

In this paper we present various weak star Kuratowski convergence results for multivalued martingales, supermartingales and multivalued mils in the dual of a separable Banach space. We establish several integral representation formulas for convex weak star compact valued multifunctions defined on a Köthe space and derive several existence results of conditional expectation for multivalued Gelfand-integrable multifunctions. Similar convergence results for Gelfand-integrable martingales in the dual...

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