Convergence theorems for set-valued conditional expectations
Commentationes Mathematicae Universitatis Carolinae, Tome 34 (1993) no. 1, pp. 97-104
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In this paper we prove two convergence theorems for set-valued conditional expectations. The first is a set-valued generalization of Levy's martingale convergence theorem, while the second involves a nonmonotone sequence of sub $\sigma $-fields.
Classification :
28B20, 60D05, 60F99, 60G48, 60G99
Keywords: measurable multifunction; set-valued conditional expectation; Levy's theorem; support function; Kuratowski-Mosco convergence of sets
Keywords: measurable multifunction; set-valued conditional expectation; Levy's theorem; support function; Kuratowski-Mosco convergence of sets
@article{CMUC_1993__34_1_a10,
author = {Papageorgiou, Nikolaos S.},
title = {Convergence theorems for set-valued conditional expectations},
journal = {Commentationes Mathematicae Universitatis Carolinae},
pages = {97--104},
publisher = {mathdoc},
volume = {34},
number = {1},
year = {1993},
mrnumber = {1240208},
zbl = {0788.60021},
language = {en},
url = {http://geodesic.mathdoc.fr/item/CMUC_1993__34_1_a10/}
}
TY - JOUR AU - Papageorgiou, Nikolaos S. TI - Convergence theorems for set-valued conditional expectations JO - Commentationes Mathematicae Universitatis Carolinae PY - 1993 SP - 97 EP - 104 VL - 34 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/CMUC_1993__34_1_a10/ LA - en ID - CMUC_1993__34_1_a10 ER -
Papageorgiou, Nikolaos S. Convergence theorems for set-valued conditional expectations. Commentationes Mathematicae Universitatis Carolinae, Tome 34 (1993) no. 1, pp. 97-104. http://geodesic.mathdoc.fr/item/CMUC_1993__34_1_a10/