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2002 | OriginalPaper | Buchkapitel

The Aumann Integral and the Conditional Expectation of a Set-Valued Random Variable

verfasst von : Shoumei Li, Yukio Ogura, Vladik Kreinovich

Erschienen in: Limit Theorems and Applications of Set-Valued and Fuzzy Set-Valued Random Variables

Verlag: Springer Netherlands

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Throughout this chapter we shall assume that (Ω, A, µ) is a finite measure space for simplicity, although most of the results are valid for σ-finite measure space. For a set-valued random variable F we denote by S F its selection set S1/F, in L1[Ω; K(X)].

Metadaten
Titel
The Aumann Integral and the Conditional Expectation of a Set-Valued Random Variable
verfasst von
Shoumei Li
Yukio Ogura
Vladik Kreinovich
Copyright-Jahr
2002
Verlag
Springer Netherlands
DOI
https://doi.org/10.1007/978-94-015-9932-0_2