The quasi-sure limit of convex combinations of nonnegative measurable functions
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.
scientific article; zbMATH DE number 7040449
scientific article