Dual spaces of cadlag processes

DOI10.1016/J.SPA.2022.11.017MaRDI QIDQ2685902zbMATH OpenOpenAlexFDO

Authors Teemu Pennanen, Ari-Pekka Perkkiö

Publication date 23 February 2023

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1803.00911

zbMATH Keywords

Banach function spaceoptional projectionstochastic processtopological dual

Mathematics Subject Classification ID

Duality and reflexivity in normed linear and Banach spaces (46B10) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Applications of functional analysis in probability theory and statistics (46N30) General theory of stochastic processes (60G07)

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Cited in

(5)

• scientific article; zbMATH DE number 431846 (Why is no real title available?)
• scientific article; zbMATH DE number 3979851 (Why is no real title available?)
• Dual spaces of cadlag processes
• Optimal stopping without Snell envelopes
• Convex integral functionals of càdlàg processes

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