Convergence of multivalued mils and pramarts in spaces without the RNP

Abstract

New convergence results for multivalued martingales in the limit and super- and subpramarts whose values are weakly or strongly compact convex subsets of a separable Banach space are presented. In contrast to the previous results the underlying Banach space does not have the Radon-Nikodym property. A connection between multivalued and single-valued subpramarts is established. New onvergence results for single-valued mils and super- and subpramarts follow from the multivalued results presented here.