On multivalued martingales, multimeasures and multivalued Radon-Nikodym property
Zohry, Mohamed
Bollettino dell'Unione Matematica Italiana, Tome 7-A (2004), p. 453-468 / Harvested from Biblioteca Digitale Italiana di Matematica
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In this paper we prove a representation result for essentially bounded multivalued martingales with nonempty closed convex and bounded values in a real separable Banach space. Then we turn our attention to the interplay between multimeasures and multivalued Riesz representations. Finally, we give the multivalued Radon-Nikodym property.

Sia X uno spazio di Banach reale, separabile e Kc⁢X la classe dei sottoinsiemi non vuoti, chiusi, limitati e convessi di X. Si dimostra un risultato di rappresentazione per martingale essenzialmente limitate a valori in Kc⁢X. Quindi rivolgiamo la nostra attenzione al legame tra misure multivoche e rappresentazioni di Riesz a valori multivoci. Infine, diamo la versione multivoca del teorema di Radon-Nikodym.

Publié le : 2004-06-01
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     author = {Mohamed Zohry},
     title = {On multivalued martingales, multimeasures and multivalued Radon-Nikodym property},
     journal = {Bollettino dell'Unione Matematica Italiana},
     volume = {7-A},
     year = {2004},
     pages = {453-468},
     zbl = {1123.46302},
     mrnumber = {2072947},
     language = {en},
     url = {http://dml.mathdoc.fr/item/BUMI_2004_8_7B_2_453_0}
}

Zohry, Mohamed. On multivalued martingales, multimeasures and multivalued Radon-Nikodym property. Bollettino dell'Unione Matematica Italiana, Tome 7-A (2004) pp. 453-468. http://gdmltest.u-ga.fr/item/BUMI_2004_8_7B_2_453_0/

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