On the continuity of conditional expectations

DOI10.1016/0022-247X(77)90157-3zbMATH Open0415.60003OpenAlexW2040649804MaRDI QIDQ600154FDOQ600154

Authors: Helga Fetter 

Publication date: 1977

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

Full work available at URL: https://doi.org/10.1016/0022-247x(77)90157-3

zbMATH Keywords

conditional expectationsLp-convergencemartingal convergence theorem

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Martingales with continuous parameter (60G44) Probabilistic measure theory (60A10)

Cites Work

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Cited In (14)

• First Order BSPDEs in Higher Dimension for Optimal Control Problems
• Almost everywhere continuity of conditional expectations
• \(L^p\)-continuity of conditional expectations
• Scenario tree modeling for multistage stochastic programs
• Convergence of nonmonotone sequences of sub-\(\sigma\)-fields and convergence of associated subspaces \(L^p(\mathcal B_n)\) (\(p\in[1,+\infty]\))
• Similarity of information and behavior with a pointwise convergence topology
• A New Version of the Multivalued Fatou Lemma
• A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems
• Convergence of conditional expectations in Banach function spaces
• Robust parameter estimation for stochastic differential equations
• A counterexample on the continuity of conditional expectations
• On abstract conditional expectations
• A couple of remarks on the convergence of \(\sigma\)-fields on probability spaces
• Scenario Tree Generation for Multi-stage Stochastic Programs

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