On multivalued martingales, multimeasures and multivalued Radon-Nikodym property

Mohamed Zohry

Bollettino dell'Unione Matematica Italiana (2004)

  • Volume: 7-B, Issue: 2, page 453-468
  • ISSN: 0392-4041

Abstract

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In this paper we prove a representation result for essentially bounded multivalued martingales with nonempty closed convex and bounded values in a real separable Banach space. Then we turn our attention to the interplay between multimeasures and multivalued Riesz representations. Finally, we give the multivalued Radon-Nikodym property.

How to cite

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Zohry, Mohamed. "On multivalued martingales, multimeasures and multivalued Radon-Nikodym property." Bollettino dell'Unione Matematica Italiana 7-B.2 (2004): 453-468. <http://eudml.org/doc/196160>.

@article{Zohry2004,
abstract = {In this paper we prove a representation result for essentially bounded multivalued martingales with nonempty closed convex and bounded values in a real separable Banach space. Then we turn our attention to the interplay between multimeasures and multivalued Riesz representations. Finally, we give the multivalued Radon-Nikodym property.},
author = {Zohry, Mohamed},
journal = {Bollettino dell'Unione Matematica Italiana},
language = {eng},
month = {6},
number = {2},
pages = {453-468},
publisher = {Unione Matematica Italiana},
title = {On multivalued martingales, multimeasures and multivalued Radon-Nikodym property},
url = {http://eudml.org/doc/196160},
volume = {7-B},
year = {2004},
}

TY - JOUR
AU - Zohry, Mohamed
TI - On multivalued martingales, multimeasures and multivalued Radon-Nikodym property
JO - Bollettino dell'Unione Matematica Italiana
DA - 2004/6//
PB - Unione Matematica Italiana
VL - 7-B
IS - 2
SP - 453
EP - 468
AB - In this paper we prove a representation result for essentially bounded multivalued martingales with nonempty closed convex and bounded values in a real separable Banach space. Then we turn our attention to the interplay between multimeasures and multivalued Riesz representations. Finally, we give the multivalued Radon-Nikodym property.
LA - eng
UR - http://eudml.org/doc/196160
ER -

References

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