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XII Symposium of Probability and Stochastic ProcessesA Note on Γ-Convergence of Monotone Functionals

XII Symposium of Probability and Stochastic Processes: A Note on Γ-Convergence of Monotone... [In this note we present a criterion under which a functional defined on vectors of non-decreasing functions is the Γ-limit of a functional defined on vectors of continuous non-decreasing functions. To this end, we present a separation principle in which a weakly converging sequence of continuous non-decreasing functions is decomposed in two parts, one converging to a non-decreasing function with a finite number of jumps and the other to the complementary jumps.] http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png

XII Symposium of Probability and Stochastic ProcessesA Note on Γ-Convergence of Monotone Functionals

Part of the Progress in Probability Book Series (volume 73)
Editors: Hernández-Hernández, Daniel; Pardo, Juan Carlos; Rivero, Victor
Aguilar, Erick Treviño
XII Symposium of Probability and Stochastic Processes — Jun 27, 2018
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References (3)

Publisher
Springer International Publishing
Copyright
© Springer International Publishing AG, part of Springer Nature 2018
ISBN
978-3-319-77642-2
Pages
195 –206
DOI
10.1007/978-3-319-77643-9_6
Publisher site
See Chapter on Publisher Site

Abstract

[In this note we present a criterion under which a functional defined on vectors of non-decreasing functions is the Γ-limit of a functional defined on vectors of continuous non-decreasing functions. To this end, we present a separation principle in which a weakly converging sequence of continuous non-decreasing functions is decomposed in two parts, one converging to a non-decreasing function with a finite number of jumps and the other to the complementary jumps.]

Published: Jun 27, 2018

Keywords: Γ-Convergence; Monotone functionals; Singular control; Skorokhod representation; 60B10; 60B05; 49J45; 90C30

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