On closedness of convex sets in Banach lattices

DOI10.1007/S11117-019-00709-WMaRDI QIDQ2194067zbMATH OpenOpenAlexWikidataFDO

Authors Made Tantrawan, Denny H. Leung

Publication date 25 August 2020

Published in Positivity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1808.06747

zbMATH Keywords

convex setsBanach latticesorder continuous dualorder closed sets

Mathematics Subject Classification ID

Duality theory for topological vector spaces (46A20) Convex sets in topological linear spaces; Choquet theory (46A55) Banach lattices (46B42)

Abstract: Let $X$ be a Banach lattice. A well-known problem arising from the theory of risk measures asks when order closedness of a convex set in $X$ implies closedness with respect to the topology $sigma(X,X_n^{s}im)$, where $X_n^{s}im$ is the order continuous dual of $X$. Motivated by the solution in the Orlicz space case, we introduce two relevant properties: the disjoint order continuity property ($DOCP$) and the order subsequence splitting property ($OSSP$). We show that when $X$ is monotonically complete with $OSSP$ and $X_n^{s}im$ contains a strictly positive element, every order closed convex set in $X$ is $sigma(X,X_n^{s}im)$-closed if and only if $X$ has $DOCP$ and either $X$ or $X_n^{s}im$ is order continuous. This in turn occurs if and only if either $X$ or the norm dual $X^{\ast }$ of $X$ is order continuous. We also give a modular condition under which a Banach lattice has $OSSP$. In addition, we also give a characterization of $X$ for which order closedness of a convex set in $X$ is equivalent to closedness with respect to the topology $sigma(X,X_{uo}^{s}im)$, where $X_{uo}^{s}im$ is the unbounded order continuous dual of $X$.

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Cites work

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Cited in

(6)

• Dual representations for systemic risk measures based on acceptance sets
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• The order-type Banach-Saks properties
• On closedness of law-invariant convex sets in rearrangement invariant spaces
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• Smallest order closed sublattices and option spanning

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