Convergence and representation theorems for set valued random processes
作者:
NikolaosS. Papageorgiou,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1989)
卷期:
Volume 7,
issue 2
页码: 187-210
ISSN:0736-2994
年代: 1989
DOI:10.1080/07362998908809176
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
In this paper we study set valued random processes in discrete time and with values in a separable Banach space. We start with set valued martingales and prove various convergence and regularity results. Then we turn our attention to larger classes of set valued processes. So we introduce and study set valued amarts and set valued martingales in the limit. Finally we prove a useful property of the set valued conditional expectation
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