اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدThe Fatou Closedness under Model Uncertainty
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We provide a characterization in terms of Fatou closedness for weakly closed monotone convex sets in the space of $mathcal{P}$-quasisure bounded random variables, where $mathcal{P}$ is a (possibly non-dominated) class of probability measures. Applications of our results lie within robu
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