On the exchange of iterated expectations of random upper semicontinuous functions

被引：4
|
作者：
Rodriguez-Muniz, Luis J. [1 ]
Lopez-Diaz, Miguel [1 ]
机构：
[1] Univ Oviedo, Fac Ciencias, Dept Estadist IO & DM, E-33007 Oviedo, Spain
来源：
STATISTICS & PROBABILITY LETTERS | 2007年 / 77卷 / 16期
关键词：
Hukuhara differentiability; iterated expectation; Kudo-Aumann's integral; random upper semicontinuous function;
D O I：
10.1016/j.spl.2007.04.002
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Results about the exchange of iterated expectations of random upper semicontinuous functions, when measurability on product spaces is not necessarily assumed, are obtained. (c) 2007 Elsevier B.V. All rights reserved.
引用
收藏
页码：1628 / 1635
页数：8
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