The quasi-sure limit of convex combinations of nonnegative measurable functions
type: Item
instance of: scholarly article
title: The quasi-sure limit of convex combinations of nonnegative measurable functions
zbMATH Open document ID: 1408.60025
DOI: 10.1155/2019/3695869
published in: Journal of Function Spaces
publication date: 2019-03-21T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 28A20
zbMATH DE Number: 7040449
zbMATH Keywords: measurable functions
zbMATH Keywords: multiprobabilities models
author: Yu-lian Fan
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2019/3695869
OpenAlex ID: W2906974719
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description: scientific article; zbMATH DE number 7040449