Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives
DOI10.1137/21M1418794MaRDI QIDQ5872882FDOQ5872882
Authors: Felix-Benedikt Liebrich, Max Nendel 
Publication date: 4 January 2023
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.09007
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Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Contents, measures, outer measures, capacities (28A12) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
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