M-Convergence, et régularité des martingales multivoques: Epi-martingales

Ahmed Choukairi-Dini

Journal of Multivariate Analysis, 1990, vol. 33, issue 1, 49-71

Abstract: In this work, the fundamental convergence theorems for multivalued martingales are established in Mosco's sense. The notion of epi-martingale is introduced.

Keywords: esperance; conditionnelle; martingale; parties; decomposables; epi-martingales; Mosco-convergence; integrande (search for similar items in EconPapers)
Date: 1990
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