Convergences in a dual space with applications to Fatou lemma

DOI10.1007/978-4-431-92935-2_2zbMath1191.28008OpenAlexW2108522501MaRDI QIDQ3400017

M. Saadoune, Charles Castaing

Publication date: 18 January 2010

Published in: Advance in Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-4-431-92935-2_2

zbMATH Keywords

conditional expectationtightnessbiting lemmaFatou lemmaKomlós convergencesequential weak upper limit

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20)

Related Items (4)

An exact Fatou lemma for Gelfand integrals: a characterization of the Fatou property ⋮ Some applications of Birkhoff-Kingman ergodic theorem ⋮ Law of large numbers and Ergodic Theorem for convex weak star compact valued Gelfand-integrable mappings ⋮ Convergences in a dual space with applications to Fatou lemma

Cites Work

• Weak sequential convergence in \(L_ 1(\mu,X)\) and an approximate version of Fatou's lemma
• A note on Fatou's lemma in several dimensions
• On conditional expectation of random sets
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• Convex analysis and measurable multifunctions
• Integrals, conditional expectations, and martingales of multivalued functions
• Applications of the method of compactness and decomposition: minimization, convergence of martingales, multivalued Fatou lemma
• Fatou's lemma for Gelfand integrable mappings
• A Fatou lemma for Gelfand integrals by means of Young measure theory
• Convergences in a dual space with applications to Fatou lemma
• Optimal hedging strategies on asymmetric functions
• Convergence of Conditional Expectations and Strong Laws of Large Numbers for Multivalued Random Variables
• Fatou's Lemma in Infinite-Dimensional Spaces
• Fatou's Lemma in Several Dimensions
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