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On multivalued supermartingales with continuous parameter:martingale selectors and their regularity

 

作者: Dong Wenlong,   Wang Zenpeng,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1997）
卷期: Volume 15, issue 2  

页码: 217-229

 

ISSN:0736-2994

 

年代: 1997

 

DOI:10.1080/07362999708809472

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

The existence of martingale selectors for a multivalued supermartingale with continuous parameter is proved.We also prove the weak regularity of multivalued supermartingales.Using the regularity of Banach-valued martingales,we show a multivalued supermartingale has a cadlag modification under Kuratowski convergence

 

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