Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

Article

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J. Korean Math. Soc. 2020; 57(2): 359-381

Online first article February 6, 2020      Printed March 1, 2020

https://doi.org/10.4134/JKMS.j190072

Copyright © The Korean Mathematical Society.

Conditional expectation of Pettis integrable unbounded random sets

Mohamed El Harami

Higher School of Technology

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 L\'evy'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: Primary 60H05, 60H25; Secondary 28B20