Chinese Quarterly Journal of Mathematics ›› 2009, Vol. 24 ›› Issue (1): 35-39.
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Abstract: In this paper, the properties of set-valued Eventual Supermartingle are discussed. The main result is that suppose {Fn,n ≥ 1} be set-valued Eventual Supermartingle, if supTE(d(0,Fτ)) < ∞, then Fn →F and SF1= Φ, here T is the sets of all bounded stopping times.
Key words: set-valued Eventual Martingale, Kuratowski convergence
CLC Number:
O211.6
LI Gao-ming. A Convergence Theorem for Set-valued Eventual Supermartingle [J]. Chinese Quarterly Journal of Mathematics, 2009, 24(1): 35-39.
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https://sxjk.magtechjournal.com/EN/Y2009/V24/I1/35