On the Convergence and Regularity of Aumann-Pettis Integrable Multivalued Martingales

We prove a representation of Aumann-Pettis integrable multivalued martingales by Pettis integrable martingale selectors. Regularity of Aumann-Pettis integrable multivalued martingales and their convergence in Mosco sense, Wijsman topology, and linear topology are established.