A multidimensional Fatou lemma for conditional expectations

Esmaeil Babaei Khezerloo, Igor Evstigneev, Klaus Schenk-Hoppe

Research output: Contribution to journalArticlepeer-review

81 Downloads (Pure)


The classical multidimensional version of Fatou’s lemma (Schmeidler in Proc Am Math Soc 24:300–306, 1970) originally obtained for unconditional expectations and the standard non-negative cone in a finite-dimensional linear space is extended to conditional expectations and general closed pointed cones.
Original languageEnglish
Early online date29 Mar 2021
Publication statusPublished - 29 Mar 2021


Dive into the research topics of 'A multidimensional Fatou lemma for conditional expectations'. Together they form a unique fingerprint.

Cite this