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Weak star convergence of martingales in a dual space

C. CastaingF. EzzakiM. LavieM. 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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