Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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CONDITIONAL EXPECTATION OF PETTIS INTEGRABLE UNBOUNDED RANDOM SETS

  • Received : 2019.01.24
  • Accepted : 2019.10.16
  • Published : 2020.03.01
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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

Acknowledgement

The author wishes to thank the reviewer for his helpful remarks, valuable suggestions and his collaboration to evaluate this work.

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