On the Conditional Expectation and Convergence Properties of Random Sets
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Cited in
(23)- Set valued Bartle integrals
- Convergence theorems for adapted sequences of random sets
- Set-valued stationary processes
- On the equivalence of Aumann and Herer expectations of random sets
- Nonlinear expectations of random sets
- The translative expectation of a random set
- Essential (convex) closure of a family of random sets and its applications
- On representation and regularity of continuous parameter multivalued martingales
- Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time
- Weak Compactness Criteria for Set Valued Integrals and Radon Nikodym Theorem for Vector Valued Multimeasures
- Convergence properties of martingales and martingale transforms for \(p\)th conditional expectation
- Strong solution of Itô type set-valued stochastic differential equation
- On the continuity of the vector valued and set valued conditional expectations
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