A version of the G-conditional bipolar theorem in L^0( R^d_+;, F, P)

DOI10.1007/S10959-005-3512-YzbMATH Open1077.46020OpenAlexW2315493224MaRDI QIDQ1780933FDOQ1780933

Authors: Bruno Bouchard 

Publication date: 14 June 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-005-3512-y

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zbMATH Keywords

convex analysispartial orderbipolar theorem

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Duality theory for topological vector spaces (46A20)

Cites Work

• A general version of the fundamental theorem of asset pricing
• The asymptotic elasticity of utility functions and optimal investment in incomplete markets
• A generalization of a problem of Steinhaus
• Semi-bornological spaces
• A multidimensional bipolar theorem in \(L^0(\mathbb {R}^d, \Omega , \mathcal {F},P)\).
• On optimal terminal wealth under transaction costs
• A filtered version of the bipolar theorem of Brannath and Schachermayer

Cited In (4)

• A filtered version of the bipolar theorem of Brannath and Schachermayer
• Title not available (Why is that?)
• A multidimensional bipolar theorem in \(L^0(\mathbb {R}^d, \Omega , \mathcal {F},P)\).
• A structural characterization of numéraires of convex sets of nonnegative random variables

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