English

Conditional Expectations in Banach spaces with RNP

Functional Analysis 2023-06-01 v1

Abstract

Let XX be a Banach space with RNP, (\vO,\vS,μ)(\vO,\vS,\mu) be a complete probability space and \vG:\vOcb(X)\vG:\vO\to{cb(X)} (nonempty, closed convex and bounded subsets of XX) be a multifunction. Assume that \vX\vS\vX\subset\vS is a σ\sigma-algebra and the multimeasure MM defined by the Pettis integral of \vG\vG be such that the restriction of MM to \vX\vX is of σ\sigma-finite variation. Using a lifting, I prove the existence of an Effros measurable conditional expectation of \vG\vG and present its representation in terms of quasi-selections of \vG\vG. I apply then the description to martingales of Pettis integrable multifunctions obtaining a scalarly equivalent martingale of measurable multifunctions with many martingale selections. In general the situation cannot be reduced to the separable space.

Keywords

Cite

@article{arxiv.2305.19653,
  title  = {Conditional Expectations in Banach spaces with RNP},
  author = {Kazimierz Musial},
  journal= {arXiv preprint arXiv:2305.19653},
  year   = {2023}
}
R2 v1 2026-06-28T10:51:43.010Z