On the continuity of the vector valued and set valued conditional expectations
In this paper we study the dependence of the vector valued conditional expectation (for both single valued and set valued random variables), on the σ–field and random variable that determine it. So we prove that it is continuous for the L1(X) convergence of the sub–σ–fields and of the random variabl...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
1989-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S016117128900061X |