Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 2, Pages 334–347 (Mi tvp3350)  

This article is cited in 47 scientific papers (total in 47 papers)

Regular conditional expectations of correspondences

E. B. Dynkin, I. V. Evstigneev

Moscow
Abstract: Let $f(\omega,z)$ be random variables depending on a parameter $z$. We construct a function $g(\omega,z)$ with the following property: $g(\omega,\varphi(\omega))$ is the conditional expectation with respect to $\mathscr G$, of $f(\omega,\varphi(\omega))$ for each $\mathscr G$-measurable $\varphi$. All the functions $g$ with the above property are indistinguishable (i. e. coincide for all $z$ almost surely). We call them regular conditional expectations of $f$.
We also study functions with values in the set of all closed non-empty subsets of a finite-dimensional vector space. Basic theorems about regular conditional expectations are extended for all such set-valued functions (we call them correspondences).
Until recently conditional expectations were considered only for convex-valued correspondences (see e. g. [3]). To eliminate this restriction, we use the notion of $\mathscr G$-atoms introduced by V. A. Rokhlin [13] (see also [11]), consider a decomposition of the space into disjoint $\mathscr G$-atoms and a non-atomic part and prove for the latter a generalization of well-known theorem of Lyapunov.
Received: 07.10.1974
English version:
Theory of Probability and its Applications, 1977, Volume 21, Issue 2, Pages 325–338
DOI: https://doi.org/10.1137/1121037
Bibliographic databases:
Language: Russian
Citation: E. B. Dynkin, I. V. Evstigneev, “Regular conditional expectations of correspondences”, Teor. Veroyatnost. i Primenen., 21:2 (1976), 334–347; Theory Probab. Appl., 21:2 (1977), 325–338
Citation in format AMSBIB
\Bibitem{DynEvs76}
\by E.~B.~Dynkin, I.~V.~Evstigneev
\paper Regular conditional expectations of correspondences
\jour Teor. Veroyatnost. i Primenen.
\yr 1976
\vol 21
\issue 2
\pages 334--347
\mathnet{http://mi.mathnet.ru/tvp3350}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=430204}
\zmath{https://zbmath.org/?q=an:0367.60002}
\transl
\jour Theory Probab. Appl.
\yr 1977
\vol 21
\issue 2
\pages 325--338
\crossref{https://doi.org/10.1137/1121037}
Linking options:
  • https://www.mathnet.ru/eng/tvp3350
  • https://www.mathnet.ru/eng/tvp/v21/i2/p334
  • This publication is cited in the following 47 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024