Conditional Analysis on $$\mathbb {R}^d$$

DOI10.1007/978-3-662-48670-2_6zbMath1338.49028arXiv1211.0747OpenAlexW3100257409MaRDI QIDQ2805757

Michael Kupper, Patrick Cheridito, Nicolas Vogelpoth

Publication date: 13 May 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.0747

zbMATH Keywords

conditional optimizationrandom sets\(L^0\)-modules\(L^0\)-convex conjugation\(L^0\)-convexity\(L^0\)-differentiability\(L^0\)-subgradientsseparating \(L^0\)-hyperplanes

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Theorems of Hahn-Banach type; extension and lifting of functionals and operators (46A22) 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) Other special types of modules and ideals in commutative rings (13C13)

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Cites Work

• Recent progress in random metric theory and its applications to conditional risk measures
• Relations between some basic results derived from two kinds of topologies for a random locally convex module
• Separation and duality in locally \(L^0\)-convex modules
• OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS
• Unnamed Item