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Some Properties of Pettis Integrable Multivalued Martingales

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Innovations in Smart Cities and Applications (SCAMS 2017)

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Abstract

We present a new result of Pettis integrable multivalued martingale. A result presented in this paper is a new version of uniformly integrable martingale in Pettis integration. A classical theorem of vector uniformly integrable martingale in Bochner integration is stated by Egghe [11]. A multivalued version of this result is proved by Hiai and Umegaki in [20].

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Correspondence to M’hamed El-Louh .

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El-Louh, M., Ezzaki, F. (2018). Some Properties of Pettis Integrable Multivalued Martingales. In: Ben Ahmed, M., Boudhir, A. (eds) Innovations in Smart Cities and Applications. SCAMS 2017. Lecture Notes in Networks and Systems, vol 37. Springer, Cham. https://doi.org/10.1007/978-3-319-74500-8_92

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  • DOI: https://doi.org/10.1007/978-3-319-74500-8_92

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