On the convexity and compactness of the integral of a Banach space valued correspondence
The following concept is introduced: a finite measure space \((\Omega, \Sigma, \mu)\) is said to be \textit{super-atomless}, if for every \(A \in \Sigma\) with \(\mu(A) \neq 0\) the space \(L_1(A,\Sigma| _A, \mu| _A)\) is non-separable. Using ideas of Lindenstrauss's proof of the Lyapunov convexity theorem the author shows that if \((\Omega, \Sigma, \mu)\) is super-atomless, then for every Banach space \(X\) and for every multifunction (correspondence) \(F: \Omega \to 2^X\) the set \(\int F\) of integrals of all Bochner integrable selectors of \(F\) is convex, and moreover if \(F\) takes weakly compact values and is integrably bounded, then \(\int F\) is weakly compact. It is shown also that in these theorems the condition on the measure space to be super-atomless cannot be weakened. If \(X\) is dual to a separable space, then analogous results are obtained for the set of integrals of all Gelfand integrable selectors, where weak compactness is replaced by weak\(^*\) compactness.
- Adapted Probability Distributions
- Convex analysis and measurable multifunctions
- Existence of Competitive Equilibria in Markets with a Continuum of Traders
- scientific article; zbMATH DE number 19663 (Why is no real title available?)
- scientific article; zbMATH DE number 19673 (Why is no real title available?)
- scientific article; zbMATH DE number 3467467 (Why is no real title available?)
- scientific article; zbMATH DE number 3547015 (Why is no real title available?)
- scientific article; zbMATH DE number 3576139 (Why is no real title available?)
- scientific article; zbMATH DE number 1795220 (Why is no real title available?)
- scientific article; zbMATH DE number 3429561 (Why is no real title available?)
- scientific article; zbMATH DE number 3892149 (Why is no real title available?)
- Integrals of set-valued functions
- Integration of Correspondences on Loeb Spaces
- Integration of Functions With Values in Locally Convex Suslin Spaces
- Maharam spectra of Loeb spaces
- Markets with a Continuum of Traders
- On injective Banach spaces and the spaces \(L^ \infty(\mu)\) for finite measures \(\mu\)
- Rich and saturated adapted spaces
- Saturation and the integration of Banach valued correspondences
- Verallgemeinerung eines in der Statistik benötigten Satzes der Maßtheorie
- Weak Compactness in L 1 (μ, X)
- Individual risk and Lebesgue extension without aggregate uncertainty
- Debreu's social equilibrium theorem with asymmetric information and a continuum of agents
- On purification of measure-valued maps
- On the existence of pure-strategy equilibria in large games
- Why saturated probability spaces are necessary
- The necessity of nowhere equivalence
- On pure-strategy equilibria in games with correlated information
- Conditional expectation of correspondences and economic applications
- Weak sequential convergence in \(L^1(\mu,X)\) and an exact version of Fatou's lemma
- On pure-strategy Nash equilibria in large games
- Conditional expectation of Banach valued correspondences and economic applications
- Equilibria in a large production economy with an infinite dimensional commodity space and price dependent preferences
- Pure-strategy Nash equilibria in nonatomic games with infinite-dimensional action spaces
- Large games with a bio-social typology
- Rationalizability in large games
- Maharam-types and Lyapunov's theorem for vector measures on Banach spaces
- An exact Fatou lemma for Gelfand integrals: a characterization of the Fatou property
- Relaxed large economies with infinite-dimensional commodity spaces: the existence of Walrasian equilibria
- scientific article; zbMATH DE number 3979429 (Why is no real title available?)
- scientific article; zbMATH DE number 19663 (Why is no real title available?)
- Purification, saturation and the exact law of large numbers
- On differentiated and indivisible commodities: an expository re-framing of Mas-Colell's 1975 model
- Subdifferentials of nonconvex integral functionals in Banach spaces with applications to stochastic dynamic programming
- The bang-bang, purification and convexity principles in infinite dimensions
- Convex representatives of the value function and Aumann integrals in normed spaces
- Optimality Conditions for Nonconvex Variational Problems with Integral Constraints in Banach Spaces
- Relaxation and purification for nonconvex variational problems in dual Banach spaces: the minimization principle in saturated measure spaces
- Integration of Correspondences on Loeb Spaces
- The Walrasian objection mechanism and Mas-Colell's bargaining set in economies with many commodities
- Set-valued functions, Lebesgue extensions and saturated probability spaces
- Regularity properties of distributions of correspondences without countable generation: applications to large games
- Large incomplete-information games with independent types
- Abstract integration of set-valued functions
- The existence of Walrasian equilibrium: infinitely many commodities, measure space of agents, and discontinuous preferences
- Equilibria of large production economies with interdependent preferences: a role for the infinite dimensional Fatou's lemma
- Strategic behavior in non-atomic games
- A note on integral-convexity in Banach spaces
- Saturation and the integration of Banach valued correspondences
- Existence of Nash equilibria in large games
This page was built for publication: On the convexity and compactness of the integral of a Banach space valued correspondence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q924940)
