On the continuity of conditional expectations

DOI10.1016/0022-247X(77)90157-3zbMath0415.60003OpenAlexW2040649804MaRDI QIDQ600154

Helga Fetter Nathansky

Publication date: 1977

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(77)90157-3

zbMATH Keywords

conditional expectationsLp-convergencemartingal convergence theorem

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Probabilistic measure theory (60A10) Limit theorems in probability theory (60F99)

Related Items (13)

Similarity of information and behavior with a pointwise convergence topology ⋮ A counterexample on the continuity of conditional expectations ⋮ A Constructive Approach to Existence of Equilibria in Time-Inconsistent Stochastic Control Problems ⋮ First Order BSPDEs in Higher Dimension for Optimal Control Problems ⋮ A couple of remarks on the convergence of \(\sigma\)-fields on probability spaces ⋮ Scenario Tree Generation for Multi-stage Stochastic Programs ⋮ Robust parameter estimation for stochastic differential equations ⋮ Scenario tree modeling for multistage stochastic programs ⋮ \(L^p\)-continuity of conditional expectations ⋮ Convergence of nonmonotone sequences of sub-\(\sigma\)-fields and convergence of associated subspaces \(L^p(\mathcal B_n)\) (\(p\in[1,+\infty\))] ⋮ Convergence of conditional expectations in Banach function spaces ⋮ A New Version of the Multivalued Fatou Lemma ⋮ On abstract conditional expectations

Cites Work

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