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Some special properties of conditional expectation

✍ Scribed by W. Zięba

Book ID
105332710
Publisher
Akadmiai Kiad
Year
1993
Tongue
English
Weight
328 KB
Volume
62
Category
Article
ISSN
1588-2632

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📜 SIMILAR VOLUMES

Characterization of set-valued condition
Characterization of set-valued conditional expectation
✍ M. Zohry 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 117 KB

## 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 __σ__ ‐field. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)