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user_XL
  • Member for 2 years, 1 month
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Conditional expectation: commuting integration and supremum
I don't know the answer to the question, but I believe that the two "counter-examples" in the current answers do not directly respond to the question. In Michael's example, the choice of $f$ depends on $x$, which is not allowed. In Christophe's example, $\mathcal{F}$ is not the set of all measurable functions from $A$ to $A$.
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"More" cyclical monotonicity
Thank you for the comments!
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