CONVERGENCE AND REPRESENTATION THEOREMS FOR SET VALUED
Abstract: In this paper we study set valued random processes in discrete time and with values
in a separable Banach space. We start with set valued martingales and prove various
convergence and regularity results. Then we turn our attention to larger classes of set valued
processes. So we introduce and study set valued amarts and set valued martingales in the
limit. Finally, we prove a useful property of the set valued conditional expectation.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -