Essential (convex) closure of a family of random sets and its applications

Authors
Wang, RM
Citation
Rm. Wang, Essential (convex) closure of a family of random sets and its applications, J MATH ANAL, 262(2), 2001, pp. 667-687
Citations number
44
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
ISSN journal
0022247X → ACNP
Volume
262
Issue
2
Year of publication
2001
Pages
667 - 687
Database
ISI
SICI code
0022-247X(20011015)262:2<667:E(COAF>2.0.ZU;2-C
Abstract
In this paper, the essential (convex) closure of a family of random sets is defined and its properties are studied. By the essential (convex) closure, a more general optional sampling theorem for set-valued (super, sub) marti ngales is proved and the K - M convergence of the unbounded set-valued supe rpramarts is studied. (C) 2001 Academic Press.