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Martingale representation theorem for set-valued martingales

✍ Scribed by Kisielewicz, Michał


Book ID
120530607
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
302 KB
Volume
409
Category
Article
ISSN
0022-247X

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✍ Shoumei Li; Yukio Ogura 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 531 KB

The purpose of this paper is to prove the convergence theorems of set-valued and fuzzy-valued martingales in Kuratowski-Mosco sense without assuming that their values are compact or of compact level sets.