Hess, Christian - In: Journal of Multivariate Analysis 39 (1991) 1, pp. 175-201
Using classical results on the projective limit of a sequence of subsets, we show the existence of martingale selectors for a multivalued martingale (and supermartingale) with closed values in a separable Banach space X. The existence of L1(X)-bounded or uniformly integrable martingale selectors...