An Integral Jensen Inequality For Convex Multifunctions

We prove the following multivalued version of the Jensen integral inequality. Let X, Y be Banach spaces and D ? X an open and convex set. If F: D ? cl(Y) is a continuous convex function, then for each normalized measure space (Ω, S, μ), and for all μ-integrable functions ? : Ω ? D such that conv?(Ω) ? D, $$\int_{\Omega}(F\ o\ \phi)d\mu \subset F\Bigg(\int_{\Omega}\phi d\mu\Bigg).$$