Conditional expectation of integrands and random sets
This paper is a survey on the concept of conditional integrand which improves previously existing hypotheses and simplifies the corresponding proofs in the work of \textit{J.-B. Hiriart-Urruty} [``These d'etat (Clermont-Ferrand 1977)] on the mean value functional in the case of the coarse \(\sigma\)-field. In a first section many previously unknown properties of a nonconvex conditional integrand are shown. Then in a second section two major problems are mainly studied: the exchange of conditional expectation and subdifferential operators, and the closure of the image of the set of selections of the exact and approximate subdifferentials under the conditional expectation operator. A complete list of references on the subject is presented at the end of the paper.
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