A multidimensional Fatou lemma for conditional expectations
DOI10.1007/s11117-021-00827-4zbMath1486.28001arXiv1811.00640OpenAlexW3140182433WikidataQ124807378 ScholiaQ124807378MaRDI QIDQ2055399
Klaus Reiner Schenk-Hoppé, E. Babaei, Igor V. Evstigneev
Publication date: 1 December 2021
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.00640
Fatou's lemmaconditional expectationsinduced partial orderingscones in linear spacessequences of random vectors
Set-valued and variational analysis (49J53) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Methods involving semicontinuity and convergence; relaxation (49J45) Probabilistic measure theory (60A10) Vector-valued measures and integration (46G10)
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Cites Work
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