On the Convergence and Regularity of Aumann-Pettis Integrable Multivalued Martingales
Journal of convex analysis, Tome 27 (2020) no. 4, pp. 1177-1194
We prove a representation of Aumann-Pettis integrable multivalued martingales by Pettis integrable martingale selectors. Regularity of Aumann-Pettis integrable multivalued martingales and their convergence in Mosco sense, Wijsman topology, and linear topology are established.
Classification :
60G42, 60H05, 58J65
Mots-clés : Pettis multivalued martingales, regularity, representation theorem, Mosco convergence, linear topology
Mots-clés : Pettis multivalued martingales, regularity, representation theorem, Mosco convergence, linear topology
@article{JCA_2020_27_4_JCA_2020_27_4_a5,
author = {M. El Allali and M. El-Louh and F. Ezzaki},
title = {On the {Convergence} and {Regularity} of {Aumann-Pettis} {Integrable} {Multivalued} {Martingales}},
journal = {Journal of convex analysis},
pages = {1177--1194},
year = {2020},
volume = {27},
number = {4},
url = {http://geodesic.mathdoc.fr/item/JCA_2020_27_4_JCA_2020_27_4_a5/}
}
TY - JOUR AU - M. El Allali AU - M. El-Louh AU - F. Ezzaki TI - On the Convergence and Regularity of Aumann-Pettis Integrable Multivalued Martingales JO - Journal of convex analysis PY - 2020 SP - 1177 EP - 1194 VL - 27 IS - 4 UR - http://geodesic.mathdoc.fr/item/JCA_2020_27_4_JCA_2020_27_4_a5/ ID - JCA_2020_27_4_JCA_2020_27_4_a5 ER -
%0 Journal Article %A M. El Allali %A M. El-Louh %A F. Ezzaki %T On the Convergence and Regularity of Aumann-Pettis Integrable Multivalued Martingales %J Journal of convex analysis %D 2020 %P 1177-1194 %V 27 %N 4 %U http://geodesic.mathdoc.fr/item/JCA_2020_27_4_JCA_2020_27_4_a5/ %F JCA_2020_27_4_JCA_2020_27_4_a5
M. El Allali; M. El-Louh; F. Ezzaki. On the Convergence and Regularity of Aumann-Pettis Integrable Multivalued Martingales. Journal of convex analysis, Tome 27 (2020) no. 4, pp. 1177-1194. http://geodesic.mathdoc.fr/item/JCA_2020_27_4_JCA_2020_27_4_a5/