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Compactness in spaces of inner regular measures and a general Portmanteau lemma

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  • Krätschmer, Volker

Abstract

The new aspect is that neither assumptions on compactness of the inner approximating lattices nor nonsequential continuity properties for the measures will be imposed. As a providing step also a generalization of the classical Portmanteau lemma will be established. The obtained characterizations of compact subsets w.r.t. the weak topology encompass several known ones from literature. The investigations rely basically on the inner extension theory for measures which has been systemized recently by König ([8], [10],[12]).

Suggested Citation

  • Krätschmer, Volker, 2006. "Compactness in spaces of inner regular measures and a general Portmanteau lemma," SFB 649 Discussion Papers 2006-081, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    • Handle: RePEc:zbw:sfb649:sfb649dp2006-081
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    Cited by:

    1. repec:hum:wpaper:sfb649dp2007-010 is not listed on IDEAS
    2. Krätschmer, Volker, 2007. "On {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model," SFB 649 Discussion Papers 2007-010, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

    More about this item

    Keywords

    Inner premeasures; weak topology; generalized Portmanteau lemma;
    All these keywords.

    JEL classification:

    • C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools

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