An Exact Fatou's Lemma for Gelfand Integrals by Means of Young Measure Theory
Journal of convex analysis, Tome 24 (2017) no. 2, pp. 621-644
We show that an exact version of Fatou's lemma for Gelfand integrable functions can be obtained by combining Young measure techniques and results due to E. J. Balder [New fundamentals of Young measure convergence, in: S. Reich, A. Ioffe and I. Shafrir (eds.), Calculus of Variations and Optimal Control, Chapman and Hall 2000, 24--48; and A Fatou lemma for Gelfand integrals by means of Young measure theory, Positivity 6 (2002) 317--329] with a purification result of M. Greinecker and K. Podczeck [Purification and roulette wheels, Economic Theory 58 (2015) 255--272].
Classification :
28B05, 28B20, 46G10
Mots-clés : Gelfand integral, Fatou's lemma, purification
Mots-clés : Gelfand integral, Fatou's lemma, purification
@article{JCA_2017_24_2_JCA_2017_24_2_a15,
author = {M. Greinecker and K. Podczeck},
title = {An {Exact} {Fatou's} {Lemma} for {Gelfand} {Integrals} by {Means} of {Young} {Measure} {Theory}},
journal = {Journal of convex analysis},
pages = {621--644},
year = {2017},
volume = {24},
number = {2},
url = {http://geodesic.mathdoc.fr/item/JCA_2017_24_2_JCA_2017_24_2_a15/}
}
TY - JOUR AU - M. Greinecker AU - K. Podczeck TI - An Exact Fatou's Lemma for Gelfand Integrals by Means of Young Measure Theory JO - Journal of convex analysis PY - 2017 SP - 621 EP - 644 VL - 24 IS - 2 UR - http://geodesic.mathdoc.fr/item/JCA_2017_24_2_JCA_2017_24_2_a15/ ID - JCA_2017_24_2_JCA_2017_24_2_a15 ER -
M. Greinecker; K. Podczeck. An Exact Fatou's Lemma for Gelfand Integrals by Means of Young Measure Theory. Journal of convex analysis, Tome 24 (2017) no. 2, pp. 621-644. http://geodesic.mathdoc.fr/item/JCA_2017_24_2_JCA_2017_24_2_a15/