Article ID Journal Published Year Pages File Type
397819 International Journal of Approximate Reasoning 2007 12 Pages PDF
Abstract

In this paper, we shall prove some properties of set-valued asymptotic martingale (amart for short) and provide an optional sampling theorem. We shall also prove a quasi-Risez decomposition theorem for set-valued amarts. Finally we shall discuss the existence of selections of set-valued amarts and give a representation theorem of compact convex set-valued amarts.

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