A unified approach to several results involving integrals of multifunctions (Q1332535): Difference between revisions

In the present paper a new application of the theory of Young measures is presented. According to a randomization result by \textit{A. Wald} and \textit{J. Wolfowitz} [Ann. Math., II. Ser. 53, 581-586 (1951; Zbl 0040.365)], a Young measure with values in (the probability measures of) \(\mathbb{R}^ n\) is seen as a probability measure on \(L^ 0(\mathbb{R}^ n)\), the set of all measurable \(\mathbb{R}^ n\)-valued functions. The author gives a sufficient condition for a Young measure such that the corresponding probability measure is carried by \(L^ 1(F)\), the subset of \(L^ 0(\mathbb{R}^ n)\) consisting of all integrable selectors of a given measurable multifunction \(F\). As an application and by means of the choice of a suitable Young measure Aumann's identity for integrals of multifunctions is obtained: \(\text{co}\bigl(\int F dP\bigr)= \int\text{co}(F) dP\), where co stands for the convex hull. Further applications provide the Fatou lemma in several dimensions and a variant of Olech's lemma [\textit{C. Olech}, Control Theory Top. Funct. Anal., Vol. I, Lect. int. Semin. Course, Trieste 1974, 291-328 (1976; Zbl 0353.49014)]. The latter extends a recent result by \textit{Z. Artstein} and \textit{T. Rzezuchowski} [Stud. Math. 98, No. 1, 91-94 (1991; Zbl 0735.28009)].