Random closed sets

In this bachelor thesis we are concerned with basic knowledge in random set theory. We define here such terms, as capacity functional, se- lection, measurable and integrable multifunction, Castaing representation and Aumann expectation of random closed set. We present Choquet theo- rem, Himmelberg measurability theorem, theorems of properties of selections and expectation. We present also several examples which illustrate the the- ory.