This is an announcement for the paper "Forward-convex convergence of sequences in $\mathbb{L}^0_+$" by Constantinos Kardaras and Gordan Zitkovic.

Abstract: For a sequence in $\mathbb{L}^0_+$, we provide simple necessary and sufficient conditions to ensure that each sequence of its forward convex combinations converges to the same limit. These conditions correspond to a measure-free version of the notion of uniform integrability and are related to the numeraire problem of mathematical finance.

Archive classification: math.FA math.PR

Mathematics Subject Classification: 46A16; 46E30; 60A10

Remarks: 14 pages

The source file(s), fcc.bbl: 3371 bytes

The paper may be downloaded from the archive by web browser from URL

http://front.math.ucdavis.edu/1002.1889

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http://arXiv.org/abs/1002.1889

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