CONDITIONAL EXPECTATION OF PETTIS INTEGRABLE UNBOUNDED RANDOM SETS
J. Korean Math. Soc.
Published online February 6, 2020
mohamed El Harami
Higher School of Technology, Meknes
Abstract : In first section 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. In the second section, 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.
MSC numbers : 60H05, 60H25, 28B20.
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