We discuss here several types of convergence of conditional expectations for unbounded closed convex random sets of the form where is a decreasing sequence of sub-σ-algebras and is a sequence of closed convex random sets in a separable Banach space.
@article{bwmeta1.element.bwnjournal-article-smv124i2p133bwm, author = {Charles Castaing and Fatima Ezzaki and Christian Hess}, title = {Convergence of conditional expectations for unbounded closed convex random sets}, journal = {Studia Mathematica}, volume = {122}, year = {1997}, pages = {133-148}, zbl = {0902.60003}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-smv124i2p133bwm} }
Castaing, Charles; Ezzaki, Fatima; Hess, Christian. Convergence of conditional expectations for unbounded closed convex random sets. Studia Mathematica, Tome 122 (1997) pp. 133-148. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-smv124i2p133bwm/
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