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Some Properties of Pettis Integrable Multivalued Martingales

  • M’hamed El-Louh
  • Fatima Ezzaki
Conference paper
Part of the Lecture Notes in Networks and Systems book series (LNNS, volume 37)

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].

Keywords

Conditional expectation Martingale Multivalued martingale Pettis integral Uniformly Pettis integrable Pettis integrable multivalued martingale 

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Copyright information

© Springer International Publishing AG 2018

Authors and Affiliations

  1. 1.Laboratoire Modélisation et Calcul Scientifique, Département de MathématiquesFaculté des Sciences et TechniquesFèsMorocco

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