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On the theory of Banach space valued multifunctions. 2. Set valued martingales and set valued measures
Authors:Nikolaos S Papageorgiou
Institution:Harvard University USA
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.
Keywords:28A45  46G05  Multifunction  set valued martingale  integrably bounded support function  set valued measure  set valued Radon-Nikodym derivative
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