Convergence of unbounded multivalued supermartingales in the Mosco and slice topologies.
Krupa, G. (1998)
Journal of Convex Analysis
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Displaying similar documents to “On almost sure convergence of vector valued pramarts and multivalued pramarts.”
Convergence of unbounded multivalued supermartingales in the Mosco and slice topologies.
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In recent years, convergence results for multivalued functions have been developed and used in several areas of applied mathematics: mathematical economics, optimal control, mechanics, etc. The aim of this note is to give a criterion of almost sure convergence for multivalued asymptotic martingales (amarts). For every separable Banach space B the fact that every L¹-bounded B-valued martingale converges a.s. in norm to an integrable B-valued random variable (r.v.) is equivalent to the...
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