Abstract
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-Risez 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 amarts.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
