Convergence of Conditional Expectations for Unbounded Random Sets, Integrands, and Integral Functionals

DOI10.1287/moor.16.3.627zbMath0744.28010OpenAlexW2137800216MaRDI QIDQ3986761

Hess, Christian

Publication date: 27 June 1992

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.16.3.627

zbMATH Keywords

weak convergenceMosco convergencemultifunctionsFatou's lemmaLebesgue's dominated convergence theoremconditional expectationsrandom setsepigraphrecession cones

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

Related Items (6)

Optional and predictable projections of normal integrands and convex-valued processes ⋮ Unnamed Item ⋮ Conditional expectation of Pettis integrable random sets: existence and convergence theorems ⋮ On representation and regularity of continuous parameter multivalued martingales ⋮ Measurability and integrability of the weak upper limit of a sequence of multifunctions ⋮ Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator

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