### Convergence of conditional expectations for unbounded closed convex random sets

We discuss here several types of convergence of conditional expectations for unbounded closed convex random sets of the form ${E}^{{\mathcal{B}}_{n}}{X}_{n}$ where $\left({\mathcal{B}}_{n}\right)$ is a decreasing sequence of sub-σ-algebras and $\left({X}_{n}\right)$ is a sequence of closed convex random sets in a separable Banach space.