• Title/Summary/Keyword: Aumann Pettis integral

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

  • Akhiat, Fattah;El Harami, Mohamed;Ezzaki, Fatima
    • Journal of the Korean Mathematical Society
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    • v.55 no.4
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    • pp.833-848
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    • 2018
  • 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.