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http://dx.doi.org/10.4134/JKMS.j190072

CONDITIONAL EXPECTATION OF PETTIS INTEGRABLE UNBOUNDED RANDOM SETS  

El Harami, Mohamed (University Moulay Ismail Higher School of Technology)
Publication Information
Journal of the Korean Mathematical Society / v.57, no.2, 2020 , pp. 359-381 More about this Journal
Abstract
In this paper we established new results of existence of conditional expectation for closed convex and unbounded Pettis integrable random sets without assuming the Radon Nikodym property of the Banach space. As application, new versions of multivalued Lévy's martingale convergence theorem are proved by using the Slice and the linear topologies.
Keywords
Pettis integral; closed convex random sets; Pettis conditional expectation; Levy's theorem; Slice and linear topologies;
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