On Representation and Regularity of Continuous Parameter Multivalued Martingales
نویسنده
چکیده
In this paper we study multivalued martingales in continuous time. First we show that every multivalued martingale in continuous time can be represented as the closure of a sequence of martingale selections. Then we prove two results concerning the cadlag modifications of continuous time multivalued martingales, in Kuratowski-Mosco convergence and in convergence in the Hausdorff metric respectively.
منابع مشابه
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