Weak star convergence of martingales in a dual space
C. Castaing, F. Ezzaki, M. Lavie, M. Saadoune (2011)
Banach Center Publications
Similarity:
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...