Search results for "Uniform integrability"
showing 3 items of 3 documents
Convergence for varying measures
2023
Some limit theorems of the type $\int_{\Omega}f_n dm_n -- --> \int_{\Omega}f dm$ are presented for scalar, (vector), (multi)-valued sequences of m_n-integrable functions f_n. The convergences obtained, in the vector and multivalued settings, are in the weak or in the strong sense.
Martingale Convergence Theorems and Their Applications
2020
We became familiar with martingales X=(X n ) n∈N0 as fair games and found that under certain transformations (optional stopping, discrete stochastic integral) martingales turn into martingales. In this chapter, we will see that under weak conditions (non-negativity or uniform integrability) martingales converge almost surely. Furthermore, the martingale structure implies L p -convergence under assumptions that are (formally) weaker than those of Chapter 7. The basic ideas of this chapter are Doob’s inequality (Theorem 11.4) and the upcrossing inequality (Lemma 11.3).
Measurable selectors and set-valued Pettis integral in non-separable Banach spaces
2009
AbstractKuratowski and Ryll-Nardzewski's theorem about the existence of measurable selectors for multi-functions is one of the keystones for the study of set-valued integration; one of the drawbacks of this result is that separability is always required for the range space. In this paper we study Pettis integrability for multi-functions and we obtain a Kuratowski and Ryll-Nardzewski's type selection theorem without the requirement of separability for the range space. Being more precise, we show that any Pettis integrable multi-function F:Ω→cwk(X) defined in a complete finite measure space (Ω,Σ,μ) with values in the family cwk(X) of all non-empty convex weakly compact subsets of a general (n…