2 papers
math.OC2018
A Multidimensional Fatou Lemma for Conditional Expectations
E. Babaei, I. V. Evstigneev, K. R. Schenk-Hoppé
The classical multidimensional version of Fatou's lemma (Schmeidler 1970) originally obtained for unconditional expectations and the standard non-negative cone in a finite-dimensio…
math.DS2016
Stochastic Fixed Points and Nonlinear Perron-Frobenius Theorem
E. Babaei, I. V. Evstigneev, S. A. Pirogov
We provide conditions for the existence of measurable solutions to the equation , where is an automorphism of the probability space and $f(ω,…