Journal of Convex Analysis 24 (2017), No. 2, 621--644
Copyright Heldermann Verlag 2017
An Exact Fatou's Lemma for Gelfand Integrals by Means of Young Measure Theory
Department of Economics, University of Graz, Universitätsstr. 15, 8010 Graz, Austria
Department of Economics, University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Wien, Austria
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].
Keywords: Gelfand integral, Fatou's lemma, purification.
MSC: 28B05, 28B20; 46G10
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