Characterization of set-valued conditional expectation

DOI10.1002/MANA.200410426MaRDI QIDQ3419629zbMATH OpenOpenAlexFDO

Authors Mohamed Zohry

Publication date 7 February 2007

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mana.200410426

zbMATH Keywords

convex analysismultivalued functionset-valued integralset-valued random variable

Mathematics Subject Classification ID

Set-valued functions (26E25) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Set-valued and variational analysis (49J53) Probability theory on algebraic and topological structures (60B99)

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Cites work

• Convex analysis and measurable multifunctions
• Convex integrands on Souslin locally convex spaces
• Integrals which are convex functionals
• Integrals which are convex functionals. II
• Some Selection Theorems for Measurable Functions

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• A Banach lattice approach to convergent integrably bounded set-valued martingales and their positive parts
• On set-valued stochastic integrals in an M-type 2 Banach space
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