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Conditional expectation of Pettis integrable unbounded random sets

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In this paper we established new results of existence of conditional expectation for closed convex and unbounded Pettis integrable random sets without assuming the Radon Nikodym property of the Banach space. As application, new versions of multivalued L\'evy's martingale convergence theorem are proved by using the Slice and the linear topologies.

Abstract

In this paper we established new results of existence of conditional expectation for closed convex and unbounded Pettis integrable random sets without assuming the Radon Nikodym property of the Banach space. As application, new versions of multivalued L\'evy's martingale convergence theorem are proved by using the Slice and the linear topologies.

참고문헌 (28)

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