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A New Version of the Multivalued Fatou Lemma
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L. Piccinini
Published/Copyright:
June 4, 2010
Abstract
H. Kudō introduced a notion of convergence of a sequence Bn of sub-σ-fields. We emphasize a connection with Mosco-convergence of associated subspaces
where E is a separable Banach space with separable dual. This enables us to study the convergence of conditional expectation sequences of random sets and therefore to obtain a new version of the multivalued Fatou lemma.
Key words and phrases.: Multivalued Fatou lemma; random sets; multifunctions; convergence of sub-σ-fields; conditionnal expectation; Mosco convergence
Received: 1996-11-07
Revised: 1998-03-03
Published Online: 2010-06-04
Published in Print: 1998-December
© Heldermann Verlag
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Keywords for this article
Multivalued Fatou lemma;
random sets;
multifunctions;
convergence of sub-σ-fields;
conditionnal expectation;
Mosco convergence
Articles in the same Issue
- Flows of Quantum Noise
- A Result Related to the Problem CN of Fremlin
- On Nonstationary Motion of a Compressible Barotropic Viscous Fluid with Boundary Slip Condition
- A New Generalization of Browder Fixed Point Theorem with Applications
- Oscillatory Solutions of a Class of Nonlinear Impulsive Differential Equations of First Order with Retarded Argument
- A New Version of the Multivalued Fatou Lemma
- Higher–Order Necessary Optimality Conditions for a Nonsmooth Extremum Problem
- Uncoupling Measures and Eigenvalues of Stochastic Matrices
- Mixed Coderivatives of Set–Valued Mappings in Variational Analysis