New sequential compactness results for spaces of scalarly integrable functions

DOI10.1016/0022-247X(90)90237-AzbMath0733.46015MaRDI QIDQ809316

Erik J. Balder

Publication date: 1990

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

zbMATH Keywords

criterion of Prohorov type for transition probabilitiespointwise Cesàro-convergencerelative sequential compactness criterion for scalarly integrable functionsweak compactness criterion for abstract \(L_ 1\)-spaces

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Vector-valued measures and integration (46G10) Compactness in topological linear spaces; angelic spaces, etc. (46A50)

Related Items (22)

From weak to strong convergence in \(L_ 1\)-spaces via \(K\)-convergence ⋮ Market games with differential information and infinite dimensional commodity spaces: The core ⋮ A version of Komlós theorem for additive set functions ⋮ Bayesian incentive compatible mechanisms ⋮ On the continuity of expected utility ⋮ Robust contracting in general contract spaces ⋮ Infinite-dimensional extension of a theorem of Komlós ⋮ Existence of Weak Solutions to Stochastic Evolution Inclusions ⋮ The existence of an optimal deterministic contract in moral hazard problems ⋮ Weak solutions of backward stochastic differential equations with continuous generator ⋮ A noncommutative generalisation of a problem of Steinhaus ⋮ On the existence of Cournot-Nash equilibria in continuum games ⋮ On irreversible investment ⋮ On equivalence of strong and weak convergence in \(L_ 1\)-spaces under extreme point conditions ⋮ Extremal choice equilibrium with applications to large games, stochastic games, \& endogenous institutions ⋮ A unifying pair of Cournot-Nash equilibrium existence results ⋮ Existence of weak solutions to stochastic evolution inclusions ⋮ Continuous-time public good contribution under uncertainty: a stochastic control approach ⋮ A Komlós-type theorem for the set-valued Henstock-Kurzweil-Pettis integral and applications ⋮ \(K\)-correspondences, USCOs, and fixed point problems arising in discounted stochastic games ⋮ Existence of optimal auctions in general environments ⋮ Dominant strategy mechanisms for contract auctions with risk aversion and moral hazard

Cites Work

• On the existence of optimal solutions in a stochastic control model
• A subsequence principle in probability theory
• An extension of Prohorov's theorem for transition probabilities with applications to infinite-dimensional lower closure problems
• Infinite-dimensional extension of a theorem of Komlós
• The Banach-Saks property is not \(L^ 2\)-hereditary
• Stochastic convergence of weighted sums in normed linear spaces
• Convex analysis and measurable multifunctions
• Remarks on the set-valued integrals of Debreu and Aumann
• On almost sure convergence of Cesaro averages of subsequences of vector- valued functions
• Subsequence principles for vector-valued random variables
• A general denseness result for relaxed control theory
• A General Approach to Lower Semicontinuity and Lower Closure in Optimal Control Theory
• Remarks on Weak Compactness in L₁(μ,X)
• A generalization of a problem of Steinhaus
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: New sequential compactness results for spaces of scalarly integrable functions