Fetching the paper…
Reading the bibliography…
We give a brief presentation of the capacity theory and show how it derives naturally a measurable selection theorem following the approach of Dellacherie (1972).
J. Von Neumann, On rings of operators, Reduction theory
1949
Earlier work this paper cites.
G. Choquet, Theory of capacities
1955
Earlier work this paper cites.
G. Choquet, Forme abstraite du théorème de capacitabilité
1959
Earlier work this paper cites.
L.E. Dubins, and L.J. Savage, How to gamble if you must
1965
Earlier work this paper cites.
K.Kuratowski, and C. Ryll-Nardzewski, A general theorem on selectors
1965
Earlier work this paper cites.
C. Dellacherie, Capacités et processus stochastiques
1972
Earlier work this paper cites.
C. Dellacherie, Ensembles analytiques, Capacités, Mesures de Hausdorff
1972
Earlier work this paper cites.
T. Parthasarathy, Selection Theorems and their Applications
1972
Earlier work this paper cites.
D. Blackwell and L.E. Dubins, On Existence and Non-Existence of Proper, Regular, Conditional Distributions
1975
Earlier work this paper cites.
D.P. Bertsekas, and S.E. Shreve, Stochastic optimal control, the discrete time case
1978
Earlier work this paper cites.
C. Dellacherie, Quelques exemples familiers, en probabilités, d’ensembles analytiques non boréliens
1978
Cited alongside, same era.
C. Dellacherie, and P. A. Meyer, Probabilities and potential A
1978
Cited alongside, same era.
D.W. Stroock, and S.R.S. Varadhan, Multidimensional diffusion processes
1979
Cited alongside, same era.
C. Dellacherie, Mesurabilité des débuts et théorèmes de section : le lot à la portée de toutes les bourses
1981
Cited alongside, same era.
C. Dellacherie, Quelques résultats sur les maisons de jeu analytiques
1985
Cited alongside, same era.
N. El Karoui, D. Huu Nguyen, and M. Jeanblanc-Picqué, Compactification methods in the control of degenerate diffusions: existence of an optimal control
A. Maitra, and W. Sudderth, Randomized Strategies and Terminal Distributions
2000
Later among the works it cites.
S.N. Ethier and T.G. Kurtz, Markov Processes: Characterization and Convergence
2005
Later among the works it cites.
V.I. Bogachev, Measure Theory (1) and (2)
2007
Later among the works it cites.
J. Bion-Nadal, Time Consistent Dynamic Risk Processes
2009
Later among the works it cites.
B. Bouchard and N. Touzi, Weak Dynamic Programming Principle for Viscosity Solutions
2011
Later among the works it cites.
L. Denis, M. Hu and S. Peng, Function spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion Paths
2011
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
1987
Cited alongside, same era.
C. Dellacherie, and P. A. Meyer, Probabilities and potential C
1988
Cited alongside, same era.
W. Fleming, and M. Soner, Controlled Markov Processes and Viscosity Solutions
1993
Cited alongside, same era.
J.T. Chang and D.Pollard , Conditioning and disintegration
1997
Cited alongside, same era.
S.M. Srivastava, A course on Borel sets
1998
Cited alongside, same era.
D.P. Bertsekas, and S.E. Shreve, Mathematical Issues in Dynamic Programming
Cited in the paper.
X. Tan and N. Touzi, Optimal Transportation under Controlled Stochastic Dynamics
Cited in the paper.
J. Bion-Nadal, Time consistent convex Feller processes and non linear second order partial differential equations
2012
Later among the works it cites.
A. Neufeld and M. Nutz, Superreplication under Volatility Uncertainty for Measurable Claims
2012
Later among the works it cites.
M. Nutz and R. van Handel, Constructing Sublinear Expectations on Path Space
2012
Later among the works it cites.
N. El Karoui, X. Tan, Capacities, measurable selection and dynamic programming, part II: Application in stochastic control
2013
Closest in time.