The quasi-sure limit of convex combinations of nonnegative measurable functions (Q1733839)
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scientific article; zbMATH DE number 7040449
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The quasi-sure limit of convex combinations of nonnegative measurable functions |
scientific article; zbMATH DE number 7040449 |
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The quasi-sure limit of convex combinations of nonnegative measurable functions (English)
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21 March 2019
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Summary: This study shows that, for a sequence of nonnegative valued measurable functions, a sequence of convex combinations converges to a nonnegative function in the quasi-sure sense. This can be used to prove some existence results in multiprobabilities models, and an example application in finance is discussed herein.
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measurable functions
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multiprobabilities models
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