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On the theory of Banach space valued multifunctions. 2. Set valued martingales and set valued measures

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  • Papageorgiou, Nikolaos S.

Abstract

This second part of the work on Banach space valued multifunctions begins with a detailed study of set valued martingales, which have their values in a Banach space. Several new convergence theorems are established for different modes of convergence. The profile of a multifunction in connection with set valued martingales is also studied. The notion of weak convergence of multifunctions is introduced and used to obtain additional convergence theorems for set valued martingales. In the last two sections of the paper set valued measures dealt with and an integral with respect to a set valued measure is introduced.

Suggested Citation

  • Papageorgiou, Nikolaos S., 1985. "On the theory of Banach space valued multifunctions. 2. Set valued martingales and set valued measures," Journal of Multivariate Analysis, Elsevier, vol. 17(2), pages 207-227, October.
    • Handle: RePEc:eee:jmvana:v:17:y:1985:i:2:p:207-227
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    Cited by:

    1. M. Guo & X. Xue & R. Li, 2004. "Controllability of Impulsive Evolution Inclusions with Nonlocal Conditions," Journal of Optimization Theory and Applications, Springer, vol. 120(2), pages 355-374, February.
    2. Victor DeMiguel & Huifu Xu, 2009. "A Stochastic Multiple-Leader Stackelberg Model: Analysis, Computation, and Application," Operations Research, INFORMS, vol. 57(5), pages 1220-1235, October.

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