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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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