Show directly that condition (i) of Lemma 8 1 is equivalent to one of the conditions (ii), (iii) and (iv) Data from lemma 8 1 Let (X,A) be a measurable space The function u XR is A B(R) measurable if, and only if, one, and hence all, of the following conditions hold (1) (ii) u a VaR or Q u a A VER ...

We remark first of all that u a ux o and similarly for the other sets Now assume t ...

Show directly that condition (i) of Lemma 8.1 is equivalent to one of the conditions (ii), (iii)

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Show directly that condition (i) of Lemma 8.1 is equivalent to one of the conditions (ii), (iii) and (iv).

Data from lemma 8.1

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Measures Integrals And Martingales

ISBN: 9781316620243

2nd Edition

Authors: René L. Schilling

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Show directly that condition (i) of Lemma 8.1 is equivalent to one of the conditions (ii), (iii)

Question:

Let (X,A) be a measurable space. The function u: XR is A/B(R)-measurable if, and only if, one, and hence all, of the following conditions hold: (1) (ii) {u> a} VaR or Q; {u>a} A VER or Q; (iii) {u

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Measures Integrals And Martingales

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