Let (Ω, F, P) be a probability space, and let X be a random variable defined on (Ω, F, P). If A is a sub σ-field of F, then E(X ∣ A) is the a.s. unique A measurable function such that, for all A ε A, ...

In this paper we study random sets, with values in a separable Banach space. First we establish several useful properties of the set-valued conditional expectation and then prove some convergence ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...