A Multidimensional Fatou Lemma for Conditional Expectations
| Autor: | Babaei, E., Evstigneev, I. V., Schenk-Hopp��, K. R. |
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| Jazyk: | angličtina |
| Rok vydání: | 2018 |
| Předmět: | |
| Popis: | The classical multidimensional version of Fatou's lemma (Schmeidler 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. 9 pages |
| Databáze: | OpenAIRE |
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