Characterization of set-valued conditional expectation

DOI10.1002/MANA.200410426zbMath1110.60002OpenAlexW2073131225MaRDI QIDQ3419629

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

set-valued integralconvex analysisset-valued random variablemultivalued function

Mathematics Subject Classification ID

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

Related Items (2)

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

Cites Work

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

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