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Characterization of set-valued conditional expectation

✍ Scribed by M. Zohry

Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
117 KB
Volume
279
Category
Article
ISSN
0025-584X

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✦ Synopsis

Abstract

For an essentially bounded closed‐convex‐nonempty set‐valued random variable, it is shown that the conditional expectation is characterized by its integrals over the sets of the associated Οƒ ‐field. (Β© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

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