scientific article; zbMATH DE number 2067959

Set-valued functions (26E25) Vector-valued set functions, measures and integrals (28B05) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Set-valued maps in general topology (54C60)

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Let \(K^{*}(X)\) be the family of compact and nonempty subsets of a Hausdorff topological space \(X\), endowed with the Vietoris topology. The following theorem is the main result of the paper: Let \((E,{\mathcal E})\), \((\Omega ,{\mathcal A})\) be measurable spaces, \(P:{\mathcal A}\times E\to R^{k}\) a bounded kernel, and \(N:E\times\Omega\to K^{*}(R^{l})\) a measurable correspondence. Then, under some additional assumptions, we have 1. The integral \(\int NdP\) is a measurable map from \(E\) to \(K^{*}(R^{kl})\), and its graph \(F\) belongs to \({\mathcal E}\otimes {\mathcal B}(R^{kl})\). 2. For fixed \(e\in E\), let \(\mu (\cdot )=P(\cdot | e)\). If \(f\) is a \(\mu\)-measurable selection of \(\text{ conv}\; N(e,\cdot)\), such that \(f(\omega )\in N(e,\omega )\) \(\mu\)-a.e. on atoms of \(\mu\), then \(\int fd\mu \in (\int NdP)(e)\). There exists a measurable function \(g:F\times\Omega\to R^{l}\) such that \(g(e,x,\omega )\in N(e,\omega )\) and \(x=\int g(e,x,\omega )P(d\omega | e)\). The paper is devoted to the proof of this theorem. The main text is endowed with an extensive appendix containing some auxiliary results from set theory, topology and measure theory. For the entire collection see [Zbl 1027.00040].

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