A note on the conditional Fatou lemma
In Z. Wahrscheinlichkeitstheor. Verw. Geb. 53, 291-292 (1980; Zbl 0428.60004) \textit{W. A. Zheng} showed that Fatou's Lemma as presented by \textit{R. S. Liptser} and \textit{A. N. Shiryayev}, Statistics of random processes, I. General theory (1977; Zbl 0364.60004) does not hold true. This paper presents a condition under which this lemma does hold true.
scientific article; zbMATH DE number 4020103