✦ LIBER ✦

On conditional expectation of random sets

✍ Scribed by Michel Valadier

Book ID: 112608846
Publisher: Springer
Year: 1980
Tongue: English
Weight: 493 KB
Volume: 126
Category: Article
ISSN: 0373-3114
DOI: 10.1007/bf01762501

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Conditional expectation and martingales

Conditional expectation and martingales of random sets

✍ Christian Hess 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 267 KB

On the conditional expectation of observ

On the conditional expectation of observables in MV algebras of fuzzy sets

✍ Beloslav Riečan 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 268 KB

A quantum mechanical model is considered based on an MV algebra of fuzzy sets. The conditional expectation is studied of an observable with respect to another one. The main result is a variant of the martingale convergence theorem.

Conditional events, conditioning, and ra

Conditional events, conditioning, and random sets

✍ Spies, M. 📂 Article 📅 1994 🏛 Institute of Electrical and Electronics Engineers ⚖ 980 KB

On the worst conditional expectation

✍ Akihiko Inoue 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 190 KB

worst conditional expectations. We show some representation theorems for them, extending the results of Artzner, Delbaen, Eber, Heath, and Kusuoka.

A theorem on conditional expectation

✍ Mazo, J.; Salz, J. 📂 Article 📅 1970 🏛 IEEE 🌐 English ⚖ 269 KB

A stochastic order for random vectors an

A stochastic order for random vectors and random sets based on the Aumann expectation

✍ Ignacio Cascos Fernández; Ilya Molchanov 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 222 KB

We deÿne a new stochastic order for random vectors in terms of the inclusion relation for the Aumann expectation of certain random sets. We derive some properties of this order, relate it with other well-known multivariate stochastic convex orders, give a geometrical interpretation in terms of the l