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A Note on Γ-Convergence of Monotone Functionals

  • Erick Treviño Aguilar
Conference paper
Part of the Progress in Probability book series (PRPR, volume 73)

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.

Keywords

Γ-Convergence Monotone functionals Singular control Skorokhod representation 

Mathematics Subject Classification

60B10 60B05 49J45 90C30 

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  • Erick Treviño Aguilar
    • 1
  1. 1.Department of Economics and FinanceUniversity of GuanajuatoGuanajuatoMexico

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