The Fatou Closedness under Model Uncertainty


الملخص بالإنكليزية

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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