Stability in locally \(L^{0}\)-convex modules and a conditional version of James' compactness theorem
DOI10.1016/j.jmaa.2017.03.048zbMath1373.46001arXiv1509.07081OpenAlexW2603440431MaRDI QIDQ2396680
José Miguel Zapata, José Orihuela
Publication date: 24 May 2017
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.07081
stability propertiesJames' compactness theoremconditional convex risk measureconditionally locally convex spaceJouini-Schachermayer-Touzi theoremlocally \(L^0\)-convex module
Financial applications of other theories (91G80) Normed modules and Banach modules, topological modules (if not placed in 13-XX or 16-XX) (46H25) Other ``topological linear spaces (convergence spaces, ranked spaces, spaces with a metric taking values in an ordered structure more general than (mathbb{R}), etc.) (46A19) Compactness in topological linear spaces; angelic spaces, etc. (46A50)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The relations among the three kinds of conditional risk measures
- Weak topologies for modules over rings of bounded random variables
- Relations between some basic results derived from two kinds of topologies for a random locally convex module
- Time consistent dynamic risk processes
- Separation and duality in locally \(L^0\)-convex modules
- Convex measures of risk and trading constraints
- Lebesgue property for convex risk measures on Orlicz spaces
- Conditional and dynamic convex risk measures
- A convergence theorem with boundary
- Coherent Measures of Risk
- Stochastic Finance
- Differentiability Properties of Utility Functions
- Law invariant risk measures have the Fatou property
- Randomized versions of Mazur lemma and Krein-Smulian theorem
- Approaches to Conditional Risk
- Random convex analysis (II): Continuity and subdifferentiability theorems in <italic>L</italic><sup>0</sup>-pre-barreled random locally convex modules
- Random convex analysis (I): Separation and Fenchel-Moreau duality in random locally convex modules
- On characterization of locally $L^0$-convex topologies induced by a family of $L^0$-seminorms
- Versions of Eberlein-Smulian and Amir-Lindenstrauss theorems in the framework of conditional sets
- Compactness, Optimality, and Risk
- The algebra of conditional sets and the concepts of conditional topology and compactness