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Representation of increasing convex functionals with countably additive measures
| dc.contributor.author | Cheridito, Patrick | |
| dc.contributor.author | Kupper, Michael | |
| dc.contributor.author | Tangpi, Ludovic | |
| dc.date.accessioned | 2015-06-19T07:46:54Z | |
| dc.date.available | 2015-06-19T07:46:54Z | |
| dc.date.issued | 2015 | eng |
| dc.description.abstract | We derive two types of representation results for increasing convex functionals in terms of countably additive measures. The first is a max-representation of functionals defined on spaces of real-valued continuous functions and the second a sup-representation of functionals defined on spaces of real-valued measurable functions. | eng |
| dc.identifier.arxiv | 1502.05763 | eng |
| dc.identifier.uri | http://kops.uni-konstanz.de/handle/123456789/31211 | |
| dc.language.iso | eng | eng |
| dc.subject.ddc | 510 | eng |
| dc.title | Representation of increasing convex functionals with countably additive measures | eng |
| dc.type | PREPRINT | eng |
| dspace.entity.type | Publication | |
| kops.flag.knbibliography | true | |
| temp.internal.duplicates | <p>Keine Dubletten gefunden. Letzte Überprüfung: 05.05.2015 16:41:10</p> | deu |
| temp.submission.doi | ||
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