Convergence of conditional expectations for unbounded closed convex random sets
Volume 124 / 1997
Studia Mathematica 124 (1997), 133-148
DOI: 10.4064/sm-124-2-133-148
Abstract
We discuss here several types of convergence of conditional expectations for unbounded closed convex random sets of the form $E^{ℬ_n}X_n$ where $(ℬ_n)$ is a decreasing sequence of sub-σ-algebras and $(X_n)$ is a sequence of closed convex random sets in a separable Banach space.
