Representation and convergence of multivalued Aumann-Pettis integrable regular martingales
DOI:
https://doi.org/10.19139/soic-2310-5070-4029Keywords:
Random sets, Pettis integration, Pettis conditional expectation, Set-valued martingale, Mosco and linear tpologiesAbstract
In this paper, we explore the multivalued Aumann-Pettis integrable regular martingales. To begin with, we prove a representation theorem for the conditional expectation of random sets which is Aumann-Pettis integrable . Afterwards, we derive a representation theorem for regular martingales which is Aumann-Pettis integrable . Ultimately, with the help of these representations, we prove the convergence of these martingales in the Mosco sense and in the linear topology.Downloads
Published
2026-10-21
How to Cite
LATIFI, N., & EL HARAMI, M. (2026). Representation and convergence of multivalued Aumann-Pettis integrable regular martingales. Statistics, Optimization & Information Computing, 16(6), 6396–6411. https://doi.org/10.19139/soic-2310-5070-4029
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Copyright (c) 2026 Nordine LATIFI, Mohamed EL HARAMI
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