On multivalued martingales whose values may be unbounded: martingale selectors and mosco convergence
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Cited by:
- Jérôme Couvreux & Christian Hess, 1999. "A Lévy Type Martingale Convergence Theorem for Random Sets with Unbounded Values," Journal of Theoretical Probability, Springer, vol. 12(4), pages 933-969, October.
- Pedro Terán, 2016. "A Multivalued Strong Law of Large Numbers," Journal of Theoretical Probability, Springer, vol. 29(2), pages 349-358, June.
- Katsiaryna Kaval & Ilya Molchanov, 2005. "Link-save trading and pricing of contingent claims," Finance 0511017, University Library of Munich, Germany.
- Kaval, K. & Molchanov, I., 2006. "Link-save trading," Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 710-728, September.
- Ezzaki, Fatima & Tahri, Khalid, 2019. "Representation theorem of set valued regular martingale: Application to the convergence of set valued martingale," Statistics & Probability Letters, Elsevier, vol. 154(C), pages 1-1.
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multivalued conditional expectation multivalued martingale projective limit Krickeberg's decomposition for a real valued submartingale normal integrand Mosco convergence;Statistics
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