Displaying similar documents to “On Multivalued Amarts”

Weak star convergence of martingales in a dual space

C. Castaing, F. Ezzaki, M. Lavie, M. Saadoune (2011)

Banach Center Publications

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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...

On multivalued martingales, multimeasures and multivalued Radon-Nikodym property

Mohamed Zohry (2004)

Bollettino dell'Unione Matematica Italiana

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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.

Convergence theorems for set-valued conditional expectations

Nikolaos S. Papageorgiou (1993)

Commentationes Mathematicae Universitatis Carolinae

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In this paper we prove two convergence theorems for set-valued conditional expectations. The first is a set-valued generalization of Levy’s martingale convergence theorem, while the second involves a nonmonotone sequence of sub σ -fields.