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

DOI10.1007/S10959-005-3512-YMaRDI QIDQ1780933zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(4)

• A filtered version of the bipolar theorem of Brannath and Schachermayer
• scientific article; zbMATH DE number 1405955 (Why is no real title available?)
• A structural characterization of numéraires of convex sets of nonnegative random variables
• A multidimensional bipolar theorem in \(L^0(\mathbb {R}^d, \Omega , \mathcal {F},P)\).

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