Representation of increasing convex functionals with countably additive measures

Autor:	Ludovic Tangpi, Michael Kupper, Patrick Cheridito
Rok vydání:	2021
Předmět:	Mathematics - Functional Analysis Pure mathematics Measurable function General Mathematics 47H07 28C05 28C15 FOS: Mathematics Representation (systemics) Regular polygon Functional Analysis (math.FA) Mathematics
Zdroj:	Studia Mathematica. 260:121-140
ISSN:	1730-6337 0039-3223
DOI:	10.4064/sm181107-16-2
Popis:	We derive two types of representation results for increasing convex functionals in terms of countably additive measures. The first is a max-representation of functionals defined on spaces of real-valued continuous functions and the second a sup-representation of functionals defined on spaces of real-valued Borel measurable functions. Our assumptions consist of sequential semicontinuity conditions which are easy to verify in different applications.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0750ccb6d5b8a4d87e28ea5e3e6eb9cd https://doi.org/10.4064/sm181107-16-2 Zobrazit plný text záznamu