Continuity of imprecise stochastic processes with respect to the pointwise convergence of monotone sequences

Abstract: We consider the joint lower expectation of a finite-state imprecise stochastic process, defined using either the Ville-Vovk-Shafer natural extension or the Williams natural extension. In both cases, we show that it is continuous with respect to the pointwise convergence of non-decreasing sequences of real-valued functions $f_n$, $n\in\mathbb{N}_0$, where each $f_n$ is $n$-measurable. For the Ville-Vovk-Shafer natural extension, a similar result is shown to hold for non-increasing sequences, provided that they converge to a bounded function.