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On the exchange of iterated expectations of random upper semicontinuous functions

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  • Rodríguez-Muñiz, Luis J.
  • López-Díaz, Miguel

Abstract

Results about the exchange of iterated expectations of random upper semicontinuous functions, when measurability on product spaces is not necessarily assumed, are obtained.

Suggested Citation

  • Rodríguez-Muñiz, Luis J. & López-Díaz, Miguel, 2007. "On the exchange of iterated expectations of random upper semicontinuous functions," Statistics & Probability Letters, Elsevier, vol. 77(16), pages 1628-1635, October.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:16:p:1628-1635
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    References listed on IDEAS

    as
    1. Hiai, Fumio & Umegaki, Hisaharu, 1977. "Integrals, conditional expectations, and martingales of multivalued functions," Journal of Multivariate Analysis, Elsevier, vol. 7(1), pages 149-182, March.
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