We provide a characterization in terms of Fatou closedness for weakly closed monotone convex sets in the space of %DIFDELCMD < \Pcal%%%  -quasisure bounded random variables, where %DIFDELCMD < \Pcal %%%  is a (possibly non-dominated) class of probability measures. We illustrate the relevance of our results by applications in the field of Mathematical Finance.
We provide a characterization in terms of Fatou closedness for weakly closed monotone convex sets in the space of %DIFDELCMD < \Pcal%%% \mathcal{P -quasisure bounded random variables, where %DIFDELCMD < \Pcal %%% \mathcal{P is a (possibly non-dominated) class of probability measures. We illustrate the relevance of our results by applications in the field of Mathematical Finance.
A
\mathcal{P
A
\mathcal{P