Bipolar theorems for sets of nonnegative random variables

DOI10.1007/S00780-025-00579-ZMaRDI QIDQ6840515zbMATH OpenFDO

Authors Johannes Langner, Gregor Svindland

Publication date 23 March 2026

Published in Finance and Stochastics (Search for Journal in Brave)

zbMATH Keywords

sensitivitybipolar theoremconvergence and closure on robust function spacenon-dominated set of probability measuresrobust financial models

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Probability theory on linear topological spaces (60B11) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Financial applications of other theories (91G80) Actuarial science and mathematical finance (91Gxx) Duality theory for topological vector spaces (46A20)

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