Monetary Utility Functions on C_b(X) Spaces

arXiv2209.08137MaRDI QIDQ6411045FDOQ6411045

Authors: Freddy Delbaen 

Publication date: 16 September 2022

Abstract: We will characterise robust monetary utility functions defined on the space of real valued (bounded) continuous functions on a Polish space.

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

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