集值条件期望的收敛定理

摘要

In this paper, a representation theorem is given for the weak limit of a sequence of sets in a Banach space.We obtain Fatou's lemmas and dominated convergence theorems for set-valued conditional expectations withan increasing sequence of σ-fields.%本文给出了集合序列弱极限的表示定理,得到了随机集列关于σ-域流的条件期望序列在弱收敛意义下的Fatou型引理和控制收敛定理.