A convergence theorem for set valued supermartingales with values in a separable banach space*
作者:
Nikolaos S. Papageorgiou,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1987)
卷期:
Volume 5,
issue 4
页码: 405-422
ISSN:0736-2994
年代: 1987
DOI:10.1080/07362998708809128
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
The starting point of this paper is a recent work. of de Korvin – Kleyle (Stoch Anal. Appl. 3 (1985)) on the convergence of set valued supermartingales with values in a separable Banach space. Since their motivation is to model information systems with goal uncertainty, they introduce the spmg–convergence. Here we present another version of this theorem with a different type of convergence. In fact in finite dimensions this mode is convergence in the Eausdroffmetric. Finally i we generalize to set valued quasimartingales
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