The Fatou Closedness under Model Uncertainty
  We provide a characterization in terms of Fatou closedness for weakly closed monotone convex sets in the space of $\mathcal{P}$-quasisure bounded random variables, where $\mathcal{P}$ is a (possibly non-dominated) class of probability measures. Applications of our results lie within robust versions the Fundamental Theorem of Asset Pricing or dual representation of convex risk measures. 
Marco Maggis, Thilo Meyer-Brandis and Gregor Svindland
math.FA math.PR q-fin.MF