On the exchange of iterated expectations of random upper semicontinuous functions

DOI10.1016/j.spl.2007.04.002zbMath1135.28301OpenAlexW2075762154MaRDI QIDQ2467717

Luis J. Rodríguez-Muñiz, Miguel López-Díaz

Publication date: 28 January 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.04.002

zbMATH Keywords

random upper semicontinuous functioniterated expectationHukuhara differentiabilityKudo-Aumann's integral

Mathematics Subject Classification ID

Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Measures and integrals in product spaces (28A35)

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