On the Lebesgue property of monotone convex functions (Q2452153): Difference between revisions

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On the Lebesgue property of monotone convex functions
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    On the Lebesgue property of monotone convex functions (English)
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    30 May 2014
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    A new characterization of the Lebesgue property (order continuity) of a monotone convex function on a solid vector space of measurable functions in terms of the weak inf-compactness of the conjugate function on the order-continuous dual space and the attainment of the supremum in the dual representation by order-continuous linear functionals are obtained, proved and discussed.
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    monotone convex function
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    Lebesgue property
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    order continuity
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    perturbed James's theorem
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    convex risk measures
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