On the Lebesgue property of monotone convex functions (Q2452153)
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scientific article
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| English | 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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0.8500074744224548
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0.8230559825897217
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0.8143617510795593
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0.8070066571235657
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0.7987266182899475
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