On abstract conditional expectations (Q1069542)

Let (\(\Omega\),\(\Sigma\),\(\mu)\) be a complete probability space, \(\{\Sigma_ n\), \(n\geq 1\}^ a \)sequence of sub-\(\sigma\)-algebras of \(\Sigma\) and X a Banach space. The author studies the convergence of \({\mathbb{E}}\{f_ n| \Sigma_ n\}\) where \(f_ n\in L^ p_ X(\Omega)\) and \(\Sigma_ n\to \Sigma\) (in the sense that \(\Sigma =\cup_{n}\cap^{\infty}_{m=n}\Sigma_ m=\cap^{\infty}_{n=1}\cup^{\infty}_{m=n}\Sigma_ n\)- here \(\Sigma_ n's\) being not necessarily a monotone sequence). One of the results is that if X has Radon-Nikodym property and \(f_ n\to f\) in \(L^ p_ X\) then \({\mathbb{E}}\{f_ n| \Sigma_ n\}\to {\mathbb{E}}\{f| \Sigma \}\) in \(L^ p_ X\). These results are then extended to measurable multifunctions (compact convex valued).