Compactness in spaces of inner regular measures and a general portmanteau lemma

DOI10.1016/j.jmaa.2008.10.002zbMath1194.28002OpenAlexW2042600169WikidataQ125023980 ScholiaQ125023980MaRDI QIDQ2518346

Volker Krätschmer

Publication date: 15 January 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2006-081.pdf

zbMATH Keywords

weak topologycompactgeneralized portmanteau lemmainner regular measure

Mathematics Subject Classification ID

Compactness (54D30) Spaces of measures, convergence of measures (28A33) Spaces of measures (46E27) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15)

Cites Work

• On the inner Daniell-Stone and Riesz representation theorems
• Upper envelopes of inner premeasures
• Topology and measure
• Minimax tests and the Neyman-Pearson lemma for capacities
• When fuzzy measures are upper envelopes of probability measures
• Risk Measures and Robust Optimization Problems
• Robust optimization of consumption with random endowment
• Robust Preferences and Robust Portfolio Choice
• Extensions of Tight Set Functions with Applications in Topological Measure Theory
• Compactness and Tightness in a Space of Measures with the Topology of Weak Convergence.
• Real Analysis and Probability
• Compactness in spaces of measures
• Measure and Integration
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