Title:
|
Convergence theorems for set-valued conditional expectations (English) |
Author:
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Papageorgiou, Nikolaos S. |
Language:
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English |
Journal:
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Commentationes Mathematicae Universitatis Carolinae |
ISSN:
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0010-2628 (print) |
ISSN:
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1213-7243 (online) |
Volume:
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34 |
Issue:
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1 |
Year:
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1993 |
Pages:
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97-104 |
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Category:
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math |
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Summary:
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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. (English) |
Keyword:
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measurable multifunction |
Keyword:
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set-valued conditional expectation |
Keyword:
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Levy's theorem |
Keyword:
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support function |
Keyword:
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Kuratowski-Mosco convergence of sets |
MSC:
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28B20 |
MSC:
|
60D05 |
MSC:
|
60F99 |
MSC:
|
60G48 |
MSC:
|
60G99 |
idZBL:
|
Zbl 0788.60021 |
idMR:
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MR1240208 |
. |
Date available:
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2009-01-08T18:01:32Z |
Last updated:
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2012-04-30 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/118560 |
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Reference:
|
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