Convergences theorem for set-valued condition expectation (Q2748255)
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scientific article; zbMATH DE number 1659072
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| English | Convergences theorem for set-valued condition expectation |
scientific article; zbMATH DE number 1659072 |
Statements
16 September 2002
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set-valued condition expectation
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convergence in the sense of Kuratowski-Mosco
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convergence in the sense of Kuratowski
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Convergences theorem for set-valued condition expectation (English)
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Some results on the convergence for set-valued condition expectation are given, such as the Fatou's lemma in the sense of strong lower-limit, weak upper-limit; and the convergence theorem in the sense of Kuratowski-Mosco, and in the sense of Kuratowski for set-valued condition expectation with monotone increasing sequence of \(\sigma\)-fields.
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0.9291940331459044
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