Babaei, E, Evstigneev, IV and Schenk-Hoppé, KR
(2021)
A multidimensional Fatou lemma for conditional expectations.
Positivity, 25 (4).
pp. 1543-1549.
ISSN 1385-1292
Abstract
The classical multidimensional version of Fatou’s lemma (Schmeidler in Proc Am Math Soc 24:300–306, 1970) originally obtained for unconditional expectations and the standard non-negative cone in a finite-dimensional linear space is extended to conditional expectations and general closed pointed cones.
| Item Type: |
Article
(Article)
|
| Peer-reviewed: |
Yes
|
| Date Deposited: |
22 May 2024 14:25
|
| Publisher: |
Springer |
| Additional Information: |
This version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use (https://www.springernature.com/gp/open-research/policies/accepted-manuscript-terms), but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: http://dx.doi.org/10.1007/s11117-021-00827-4 |
| Divisions: |
Faculties > Science and Engineering |
| Subject terms: |
Science & Technology, Physical Sciences, Mathematics, Cones in linear spaces, Induced partial orderings, Sequences of random vectors, Fatou’, s lemma, Conditional expectations, NEUMANN-GALE DYNAMICS, FINANCIAL-MARKETS, EQUILIBRIA, Science & Technology, Physical Sciences, Mathematics, Cones in linear spaces, Induced partial orderings, Sequences of random vectors, Fatou’, s lemma, Conditional expectations, NEUMANN-GALE DYNAMICS, FINANCIAL-MARKETS, EQUILIBRIA, 0101 Pure Mathematics, 0102 Applied Mathematics, General Mathematics, 0101 Pure Mathematics, 0102 Applied Mathematics, General Mathematics |
| URI: |
https://e-space.mmu.ac.uk/id/eprint/630672 |
| DOI: |
https://doi.org/10.1007/s11117-021-00827-4 |
| ISSN |
1385-1292 |
| e-ISSN |
1572-9281 |
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