Conditional Expectations in Banach spaces with RNP
Functional Analysis
2023-06-01 v1
Abstract
Let be a Banach space with RNP, be a complete probability space and (nonempty, closed convex and bounded subsets of ) be a multifunction. Assume that is a -algebra and the multimeasure defined by the Pettis integral of be such that the restriction of to is of -finite variation. Using a lifting, I prove the existence of an Effros measurable conditional expectation of and present its representation in terms of quasi-selections of . 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}
}