Journal of Convex Analysis 27 (2020), No. 4, 1177--1194
Copyright Heldermann Verlag 2020
On the Convergence and Regularity of Aumann-Pettis Integrable Multivalued Martingales
Mohammed El Allali
Faculty of Sciences and Technology, University Sidi Mohamed Ben Abdellah, Fez, Morocco
elallalimohammed1@gmail.com
M'hamed El-Louh
Faculty of Sciences and Technology, University Sidi Mohamed Ben Abdellah, Fez, Morocco
ellouh.mhamed@gmail.com
Fatima Ezzaki
Faculty of Sciences and Technology, University Sidi Mohamed Ben Abdellah, Fez, Morocco
fatimaezzaki@yahoo.fr
We prove a representation of Aumann-Pettis integrable multivalued martingales by Pettis integrable martingale selectors. Regularity of Aumann-Pettis integrable multivalued martingales and their convergence in Mosco sense, Wijsman topology, and linear topology are established.
Keywords: Pettis multivalued martingales, regularity, representation theorem, Mosco convergence, linear topology.
MSC: 60G42, 60H05, 58J65.
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