Convergence of mutivalued martingale : Application to multivalued uniform amarts

Resumen

In this work, we prove a convergence theorem for bounded martingales taking values in a Banach space Y, without requiring Y to have the Radon Nikodym Property. We then extend this result to martingales with values in ccb(Y) (the set of nonempty, convex, closed, and bounded subsets of Y )under several topologies. As applications, we show the convergence of multivalued uniform asymptotic martingales with values in ccb(Y).