  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.

Probability