Join-Semilattices of Integrable Set-Valued Martingales

Coenraad C. A. Labuschagne

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Abstract

We derive order properties of set-valued (reversed) martingales. We show that the space of set-valued integrable (reversed) martingales with respect to a given filtration is a join-semilattice. Similar results are obtained for spaces of set-valued integrably bounded convergent martingales.

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Published

2007-06-01

How to Cite

Team, S. (2007). Join-Semilattices of Integrable Set-Valued Martingales: Coenraad C. A. Labuschagne. Thai Journal of Mathematics, 5(1), 53–69. Retrieved from https://thaijmath2.in.cmu.ac.th/index.php/thaijmath/article/view/75

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