2020/12/13 by Jinping Zhang, Zhang, Jinping, Kouji Yano +1
Computer Science · Mathematics · #26E25 #54C65 #65C30 #FOS: Mathematics #Functional Equations Stability Results #Fuzzy Systems and Optimization #Optimization and Variational Analysis #Probability (math.PR)
paper · pdf · doi:10.48550/arxiv.2012.06988
openalex publication_date 2020/12/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Martingale representation theorem for set-valued martingales was proposed by M. Kisielewicz [J. Math. Anal. Appl. 2014]. We shall prove that the result holds only for very special case: the set-valued martingale degenerates to the point-valued one. A revised representation theorem for a special kind of non-degenerate set-valued martingales is presented.