Convergence of conditional expectations for unbounded closed convex random sets

Charles Castaing; Fatima Ezzaki; Christian Hess

Studia Mathematica (1997)

  • Volume: 124, Issue: 2, page 133-148
  • ISSN: 0039-3223

Abstract

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We discuss here several types of convergence of conditional expectations for unbounded closed convex random sets of the form E ℬ n X n where ( ℬ n ) is a decreasing sequence of sub-σ-algebras and ( X n ) is a sequence of closed convex random sets in a separable Banach space.

How to cite

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Castaing, Charles, Ezzaki, Fatima, and Hess, Christian. "Convergence of conditional expectations for unbounded closed convex random sets." Studia Mathematica 124.2 (1997): 133-148. <http://eudml.org/doc/216402>.

@article{Castaing1997,
abstract = {We discuss here several types of convergence of conditional expectations for unbounded closed convex random sets of the form $E^\{ℬ_n\}X_n$ where $(ℬ_n)$ is a decreasing sequence of sub-σ-algebras and $(X_n)$ is a sequence of closed convex random sets in a separable Banach space.},
author = {Castaing, Charles, Ezzaki, Fatima, Hess, Christian},
journal = {Studia Mathematica},
keywords = {set-valued functions; selections; integration of set-valued functions},
language = {eng},
number = {2},
pages = {133-148},
title = {Convergence of conditional expectations for unbounded closed convex random sets},
url = {http://eudml.org/doc/216402},
volume = {124},
year = {1997},
}

TY - JOUR
AU - Castaing, Charles
AU - Ezzaki, Fatima
AU - Hess, Christian
TI - Convergence of conditional expectations for unbounded closed convex random sets
JO - Studia Mathematica
PY - 1997
VL - 124
IS - 2
SP - 133
EP - 148
AB - We discuss here several types of convergence of conditional expectations for unbounded closed convex random sets of the form $E^{ℬ_n}X_n$ where $(ℬ_n)$ is a decreasing sequence of sub-σ-algebras and $(X_n)$ is a sequence of closed convex random sets in a separable Banach space.
LA - eng
KW - set-valued functions; selections; integration of set-valued functions
UR - http://eudml.org/doc/216402
ER -

References

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