A note on the conditional Fatou lemma
type: Item
instance of: scholarly article
title: A note on the conditional Fatou lemma
zbMATH Open document ID: 0627.60035
DOI: 10.1007/BF00718036
publication date: 1988-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 4020103
zbMATH Keywords: conditional Fatou lemma
zbMATH Keywords: conditional expectations
author: Wieslaw Zieba
MaRDI profile type: Publication
Wikidata QID: Q124981829
cites work: Q4148534
cites work: Q4114574
cites work: Q4722930
cites work: A note on the convergence of sequences of conditional expectations of random variables
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4020103