MI Jusheng, WU Weizhi, ZHANG Wenxiu. Convergence Theorems for Set-valued Conditional Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(1): 60-64.
Citation:
MI Jusheng, WU Weizhi, ZHANG Wenxiu. Convergence Theorems for Set-valued Conditional Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(1): 60-64.
MI Jusheng, WU Weizhi, ZHANG Wenxiu. Convergence Theorems for Set-valued Conditional Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(1): 60-64.
Citation:
MI Jusheng, WU Weizhi, ZHANG Wenxiu. Convergence Theorems for Set-valued Conditional Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2003, 19(1): 60-64.
Convergence Theorems for Set-valued Conditional Expectations
In this paper, a representation theorem is given for the weak limit of a sequence of sets in a Banach space. We obtain Fatou’s lemmas and dominated convergence theorems for set-valued conditional expectations with an increasing sequence of σ-fields.
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