A fixed point theorem for measurable selection valued correspondences induced by upper Caratheodory correspondences

Fu, Jing and Page, Frank (2022) A fixed point theorem for measurable selection valued correspondences induced by upper Caratheodory correspondences. Systemic Risk Centre Discussion Papers (115). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Text (dp-115) - Published Version Download (465kB)

• Author
• Author
• https://www.fmg.ac.uk/publications/discu...

Abstract

We show that any measurable selection valued correspondence induced by the composition of an m-tuple of real-valued Caratheodory functions with an upper Caratheodory (uC) correspondence has fixed points if the underlying uC correspondence in the composition contains a continuum valued uC sub-correspondence. Moreover, this composition of the m-tuple of real-valued Caratheodory functions with the continuum valued uC sub-correspondence induces a measurable selection valued sub-correspondence that is weak star upper semicontinuous.

Item Type:	Monograph (Discussion Paper)
Official URL:	https://www.systemicrisk.ac.uk/
Additional Information:	© 2022 The Author(s)
Divisions:	Systemic Risk Centre
Subjects:	H Social Sciences > HC Economic History and Conditions H Social Sciences > HG Finance
JEL classification:	C - Mathematical and Quantitative Methods > C7 - Game Theory and Bargaining Theory > C70 - General
Date Deposited:	04 Jul 2023 08:18
Last Modified:	11 Dec 2024 19:48
URI:	http://eprints.lse.ac.uk/id/eprint/119623

Actions (login required)

View Item