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On multivalued martingales, multimeasures and multivalued Radon-Nikodym property

Mohamed Zohry — 2004

Bollettino dell'Unione Matematica Italiana

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.

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