Schied, Alexander - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007
.2, together with monotone convergence and our assump-
tion J(u,y,η,ν) <∞, implies that the latter expression converges to … convergence holds even locally uniformly in
C([0,T]×R). Moreover, by Lemma 3.5 also vnyy is locally uniformly bounded. For each
t …, using the
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convergence of vn and vny and passing to the limit with dominated convergence, combined
with the fact that …