The Quasi-Sure Limit of Convex Combinations of Nonnegative Measurable Functions

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 dis...

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Main Author: Yulian Fan
Format: Article
Language:English
Published: Wiley 2019-01-01
Series:Journal of Function Spaces
Online Access:http://dx.doi.org/10.1155/2019/3695869
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author Yulian Fan
author_facet Yulian Fan
author_sort Yulian Fan
collection DOAJ
description 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.
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institution Kabale University
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language English
publishDate 2019-01-01
publisher Wiley
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series Journal of Function Spaces
spelling doaj-art-0a6206b6da534e68b282bd220f0b96262025-02-03T01:00:00ZengWileyJournal of Function Spaces2314-88962314-88882019-01-01201910.1155/2019/36958693695869The Quasi-Sure Limit of Convex Combinations of Nonnegative Measurable FunctionsYulian Fan0School of Science, North China University of Technology, Beijing 100144, ChinaThis 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.http://dx.doi.org/10.1155/2019/3695869
spellingShingle Yulian Fan
The Quasi-Sure Limit of Convex Combinations of Nonnegative Measurable Functions
Journal of Function Spaces
title The Quasi-Sure Limit of Convex Combinations of Nonnegative Measurable Functions
title_full The Quasi-Sure Limit of Convex Combinations of Nonnegative Measurable Functions
title_fullStr The Quasi-Sure Limit of Convex Combinations of Nonnegative Measurable Functions
title_full_unstemmed The Quasi-Sure Limit of Convex Combinations of Nonnegative Measurable Functions
title_short The Quasi-Sure Limit of Convex Combinations of Nonnegative Measurable Functions
title_sort quasi sure limit of convex combinations of nonnegative measurable functions
url http://dx.doi.org/10.1155/2019/3695869
work_keys_str_mv AT yulianfan thequasisurelimitofconvexcombinationsofnonnegativemeasurablefunctions
AT yulianfan quasisurelimitofconvexcombinationsofnonnegativemeasurablefunctions