Abstract
In what follows we suppose that all random variables are defined on a com- plete probability space (Ω,,ℙ ). The following classical results about the interchange of expectation and limit can be found in every textbook on prob- ability theory (see e.g. Billingsley (1995), Bauer (1996), Shiryaev (1996)).
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© 2011 Springer-Verlag Berlin Heidelberg
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Bäuerle, N., Rieder, U. (2011). Tools from Probability. In: Markov Decision Processes with Applications to Finance. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-18324-9_13
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DOI: https://doi.org/10.1007/978-3-642-18324-9_13
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