On multivalued martingales, multimeasures and multivalued Radon-Nikodym property
Bollettino della Unione matematica italiana, Série 8, 7B (2004) no. 2, pp. 453-468
Cet article a éte moissonné depuis la source Biblioteca Digitale Italiana di Matematica
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.
@article{BUMI_2004_8_7B_2_a11,
author = {Zohry, Mohamed},
title = {On multivalued martingales, multimeasures and multivalued {Radon-Nikodym} property},
journal = {Bollettino della Unione matematica italiana},
pages = {453--468},
year = {2004},
volume = {Ser. 8, 7B},
number = {2},
zbl = {1123.46302},
mrnumber = {MR2072947},
language = {en},
url = {http://geodesic.mathdoc.fr/item/BUMI_2004_8_7B_2_a11/}
}
TY - JOUR AU - Zohry, Mohamed TI - On multivalued martingales, multimeasures and multivalued Radon-Nikodym property JO - Bollettino della Unione matematica italiana PY - 2004 SP - 453 EP - 468 VL - 7B IS - 2 UR - http://geodesic.mathdoc.fr/item/BUMI_2004_8_7B_2_a11/ LA - en ID - BUMI_2004_8_7B_2_a11 ER -
Zohry, Mohamed. On multivalued martingales, multimeasures and multivalued Radon-Nikodym property. Bollettino della Unione matematica italiana, Série 8, 7B (2004) no. 2, pp. 453-468. http://geodesic.mathdoc.fr/item/BUMI_2004_8_7B_2_a11/