Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Convergence of Optimal Expected Utility for a Sequence of Discrete-Time
  Markets in Initially Enlarged Filtrations   In this paper, we extend Kreps' conjecture that optimal expected utility in
the classic Black-Scholes-Merton (BSM) economy is the limit of optimal expected
utility for a sequence of discrete-time economies in initially enlarged
filtrations converge to the BSM economy in an initially enlarged filtration in
a "strong" sense. The n-th discrete-time economy is generated by a scaled
n-step random walk, based on an unscaled random variable with mean 0, variance
1, and bounded support. Moreover, the informed insider knows each functional
generating the enlarged filtrations path-by-path. We confirm Kreps' conjecture
in initially enlarged filtrations when the consumer's utility function U has
asymptotic elasticity strictly less than one.

6
The categories of this paper are: astro-ph
1
The categories of this paper are: cs
34
The categories of this paper are: chem-ph
18
The categories of this paper are: econ
32
The categories of this paper are: atom-ph
22
The categories of this paper are: chao-dyn
33
The categories of this paper are: plasm-ph
36
The categories of this paper are: cmp-lg
0
The categories of this paper are: hep-ph
19
The categories of this paper are: eess
13
The categories of this paper are: quant-ph
14
The categories of this paper are: math-ph
27
The categories of this paper are: comp-gas
11
The categories of this paper are: hep-lat
5
The categories of this paper are: gr-qc
26
The categories of this paper are: bayes-an