Decomposition and representation theorem of set-valued amarts


In this paper, we shall prove some properties of set-valued asymptotic martingale (amart for short) and provide an optional sampling theorem. We shall also prove a quasi-Riesz decomposition theorem for set-valued amarts. Finally we shall discuss the existence of selections of set-valued amarts and give a representation theorem of compact convex set-valued… (More)
DOI: 10.1016/j.ijar.2006.12.006


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