A note on the conditional Fatou lemma (Q1092507)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the conditional Fatou lemma |
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A note on the conditional Fatou lemma (English)
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1988
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In Z. Wahrscheinlichkeitstheor. Verw. Geb. 53, 291-292 (1980; Zbl 0428.60004) \textit{W. A. Zheng} showed that Fatou's Lemma as presented by \textit{R. S. Liptser} and \textit{A. N. Shiryayev}, Statistics of random processes, I. General theory (1977; Zbl 0364.60004) does not hold true. This paper presents a condition under which this lemma does hold true.
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conditional Fatou lemma
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conditional expectations
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