The quasi-sure limit of convex combinations of nonnegative measurable functions (Q1733839)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The quasi-sure limit of convex combinations of nonnegative measurable functions |
scientific article |
Statements
The quasi-sure limit of convex combinations of nonnegative measurable functions (English)
0 references
21 March 2019
0 references
Summary: This study shows that, for a sequence of nonnegative valued measurable functions, a sequence of convex combinations converges to a nonnegative function in the quasi-sure sense. This can be used to prove some existence results in multiprobabilities models, and an example application in finance is discussed herein.
0 references
measurable functions
0 references
multiprobabilities models
0 references
0 references
0 references
0 references
