Stability in locally \(L^{0}\)-convex modules and a conditional version of James' compactness theorem

DOI10.1016/J.JMAA.2017.03.048zbMath1373.46001arXiv1509.07081OpenAlexW2603440431MaRDI QIDQ2396680

José Miguel Zapata, José Orihuela

Publication date: 24 May 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.07081

zbMATH Keywords

stability propertiesJames' compactness theoremconditional convex risk measureconditionally locally convex spaceJouini-Schachermayer-Touzi theoremlocally \(L^0\)-convex module

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Normed modules and Banach modules, topological modules (if not placed in 13-XX or 16-XX) (46H25) Other ``topological linear spaces (convergence spaces, ranked spaces, spaces with a metric taking values in an ordered structure more general than (mathbb{R}), etc.) (46A19) Compactness in topological linear spaces; angelic spaces, etc. (46A50)

Related Items (5)

A Fenchel-Moreau theorem for $\bar L^0$-valued functions ⋮ Duality and stable compactness in Orlicz-type modules ⋮ Risk-hedging a European option with a convex risk measure and without no-arbitrage condition ⋮ Measures and integrals in conditional set theory ⋮ Randomized versions of Mazur lemma and Krein-Smulian theorem

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