A Feller transition kernel with measure supports given by a set-valued mapping

DOI10.1134/S0081543820020157zbMath1448.60011OpenAlexW3029420226MaRDI QIDQ2185797

Sergey N. Smirnov

Publication date: 5 June 2020

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543820020157

zbMATH Keywords

Feller propertytransition kernellower semi-continuous set-valued mappingcontinuous branch (selection)topological support of measure

Mathematics Subject Classification ID

Set-valued maps in general topology (54C60) Probability theory on linear topological spaces (60B11)

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Harmonic analysis on graphs via Bratteli diagrams and path-space measures ⋮ Realistic models of financial market and structural stability ⋮ Guaranteed deterministic approach to superhedging: the semicontinuity and continuity properties of solutions of the Bellman-Isaacs equations ⋮ A Guaranteed Deterministic Approach to Superhedging: Optimal Mixed Strategies of the Market and Their Supports

Cites Work

• Embedding of semigroups of Lipschitz maps into positive linear semigroups on ordered Banach spaces generated by measures
• Continuous selections. I
• Borel sets of probability measures
• Real Analysis and Probability
• Distances of Probability Measures and Random Variables
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