Convex increasing functionals on $C_b(X)$ spaces

DOI10.4064/sm220927-26-1arXiv2209.08140OpenAlexW4323343561MaRDI QIDQ6135681

Freddy Delbaen

Publication date: 25 August 2023

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.08140

zbMATH Keywords

convex functionalweak\(^*\) compactdownward continuous

Mathematics Subject Classification ID

Theorems of Hahn-Banach type; extension and lifting of functionals and operators (46A22) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Topological linear spaces of continuous, differentiable or analytic functions (46E10) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15) Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures (28C05)

Cites Work

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• Convex functions, monotone operators and differentiability.
• A new minimax theorem and a perturbed James's theorem
• Representation of increasing convex functionals with countably additive measures
• Duality Formulas for Robust Pricing and Hedging in Discrete Time

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