Convergence of conditional expectations for unbounded random sets, integrands and integral functionals

The main purpose of our paper is to provide multivalued versions of Falou's lemma and Lebesgue's dominated convergence theorem for the conditional expectations and, as a special case, for the integrals, of possibly unbounded random sets, this unboundedness allows us to treat the case of epigraph convergence of normal integrands and, at last to provide an application to the convergence of certain integral functionals. In a closely related field, a recent paper of \textit{Z. Artstain} and \textit{R. J.-B. Wets} [J. Multivariate Anal. 24, No.2, 285-308 (1988; Zbl 0649.28010)] deals with the convergence of the integrals of a fixed multifunction whose values are possibly unbounded, with respect to a weakly convergent sequence of probability measures.

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