Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.jmateco.2007.07.005
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dc.titleSaturation and the integration of Banach valued correspondences
dc.contributor.authorSun, Y.
dc.contributor.authorYannelis, N.C.
dc.date.accessioned2011-02-24T06:55:06Z
dc.date.available2011-02-24T06:55:06Z
dc.date.issued2008
dc.identifier.citationSun, Y., Yannelis, N.C. (2008). Saturation and the integration of Banach valued correspondences. Journal of Mathematical Economics 44 (7-8) : 861-865. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jmateco.2007.07.005
dc.identifier.issn03044068
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/19972
dc.description.abstractThis note illustrates that the saturation property of a probability space can be used to routinely generalize results on the integration of Banach valued correspondences over a Loeb measure space to those over an arbitrary saturated probability space. On the other hand, the saturation property is also necessary for the validity of those results when the target space is infinite dimensional.©2007 Elsevier B.V. All rights reserved.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.jmateco.2007.07.005
dc.sourceScopus
dc.subjectBanach space
dc.subjectCompactness
dc.subjectConvexity
dc.subjectCorrespondences
dc.subjectIntegration
dc.subjectSaturation
dc.subjectUpper semicontinuity
dc.typeArticle
dc.contributor.departmentECONOMICS
dc.description.doi10.1016/j.jmateco.2007.07.005
dc.description.sourcetitleJournal of Mathematical Economics
dc.description.volume44
dc.description.issue7-8
dc.description.page861-865
dc.description.codenJMECD
dc.identifier.isiut000256247700022
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