On L^0-convex compactness in random locally convex modules

DOI10.1016/J.JMAA.2022.126404zbMATH Open1502.46037arXiv1901.01537OpenAlexW4281716692MaRDI QIDQ2157673FDOQ2157673

Mingzhi Wu, Shien Zhao, Xiao Lin Zeng

Publication date: 22 July 2022

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

Abstract: For the study of some typical problems in finance and economics, v{Z}itkovi'{c} %[G. v{Z}itkovi'{c}, Convex compactness and its applications, Math. Finan. Eco., 3(1)(2010) 1--12] introduced convex compactness and gave many remarkable applications. Recently, motivated by random convex optimization and random variational inequalities, Guo, et al introduced $L^0$-convex compactness, developed the related theory of $L^0$-convex compactness in random normed modules and further applied it to backward stochastic equations. %[T.X. Guo, et al, Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations, J. Math. Anal. Appl., 483(2020) 123644]. In this paper, we extensively study $L^0$-convexly compact sets in random locally convex modules so that a series of fundamental results are obtained. First, we show that every $L^0$-convexly compact set is complete (hence is also closed and has the countable concatenation property). Then, we prove that any $L^0$-convexly compact set is linearly homeomorphic to a weakly compact subset of some locally convex space, and simultaneously establish the equivalence between $L^0$-convex compactness and convex compactness for a closed $L^0$-convex set. Finally, we establish Tychonoff type, James type and Banach-Alaoglu type theorems for $L^0$-convex compactness, respectively.

Full work available at URL: https://arxiv.org/abs/1901.01537

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zbMATH Keywords

random locally convex moduleBanach-Alaoglu theoremJames theoremTychonoff theoremconvex compactness\(L^0\)-convex compactness

Mathematics Subject Classification ID

Compactness in topological linear spaces; angelic spaces, etc. (46A50) Normed modules and Banach modules, topological modules (if not placed in 13-XX or 16-XX) (46H25)

Cites Work

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• L⁰-convex compactness and its applications to random convex optimization and random variational inequalities
• Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations
• On random convex analysis
• Walrasian economy and some properties of convexly compact sets

Cited In (7)

• Title not available (Why is that?)
• Trotter–Kato approximations of semilinear stochastic evolution equations in Hilbert spaces
• Random convex analysis (II): Continuity and subdifferentiability theorems in <italic>L</italic><sup>0</sup>-pre-barreled random locally convex modules
• \(L^0\)-convex compactness and random normal structure in \(L^0(\mathcal{F}, B)\)
• Title not available (Why is that?)
• The fixed point theorems and invariant approximations for random nonexpansive mappings in random normed modules
• A multidimensional bipolar theorem in \(L^0(\mathbb {R}^d, \Omega , \mathcal {F},P)\).

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