Martingale representation theorem for set-valued martingales

Author:

Kisielewicz Michał

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference11 articles.

1. Functional Analysis;Alexiewicz,1969

2. Integrals of set-valued functions;Aumann;J. Math. Anal. Appl.,1965

3. On multivalued martingales whose values may be unbounded: martingale selectors and Mosco convergence;Hess;J. Multivariate Anal.,1991

4. Integrals, conditional expectations, and martingales of multivalued functions;Hiai;J. Multivariate Anal.,1977

5. Handbook of Multivalued Analysis I;Hu,1997

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