[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.4134/JKMS.j170490

PETTIS CONDITIONAL EXPECTATION OF CLOSED CONVEX RANDOM SETS IN A BANACH SPACE WITHOUT RNP

Akhiat, Fattah (Laboratoire D'Analyse, Geometrie et ApplicationsDepartement de MathematiquesFaculte des Sciences kenitra)
El Harami, Mohamed (University Moulay Ismail, Higher School of Technology)
Ezzaki, Fatima (University Sidi Mohamed Ben Abdellah Faculty of Sciences and Technology Laboratory of Modeling and Computing Sciences)

Publication Information

Journal of the Korean Mathematical Society / v.55, no.4, 2018 , pp. 833-848 More about this Journal

Abstract

In this paper we study the existence of conditional expectation for closed and convex valued Pettis-integrable random sets without assuming the Radon Nikodym property of the Banach space. New version of multivalued dominated convergence theorem of conditional expectation and multivalued $L{\acute{e}}vy^{\prime}s$ martingale convergence theorem for integrable and Pettis integrable random sets are proved.

Keywords

closed convex random sets; Aumann Pettis integral; Pettis integral; conditional expectation; $L{\acute{e}}vy$ theorem; dominated convergence theorem;

Citations & Related Records

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