Separation and duality in locally L0-convex modules

Type of Publication: Journal article
Publication status: Published
Author: Filipović, Damir; Kupper, Michael; Vogelpoth, Nicolas
Year of publication: 2009
Published in: Journal of Functional Analysis ; 256 (2009), 12. - pp. 3996-4029. - ISSN 0022-1236. - eISSN 1096-0783
DOI (citable link): https://dx.doi.org/10.1016/j.jfa.2008.11.015
Summary:
Motivated by financial applications, we study convex analysis for modules over the ordered ring L0 of random variables. We establish a module analogue of locally convex vector spaces, namely locally L0-convex modules. In this context, we prove hyperplane separation theorems. We investigate continuity, subdifferentiability and dual representations of Fenchel–Moreau type for L0-convex functions from L0-modules into L0. Several examples and applications are given.
Subject (DDC): 510 Mathematics

Cite This

Files in this item

Files Size Format View

There are no files associated with this item.

FILIPOVIĆ, Damir, Michael KUPPER, Nicolas VOGELPOTH, 2009. Separation and duality in locally L0-convex modules. In: Journal of Functional Analysis. 256(12), pp. 3996-4029. ISSN 0022-1236. eISSN 1096-0783. Available under: doi: 10.1016/j.jfa.2008.11.015

@article{Filipovic2009-06Separ-40942, title={Separation and duality in locally L0-convex modules}, year={2009}, doi={10.1016/j.jfa.2008.11.015}, number={12}, volume={256}, issn={0022-1236}, journal={Journal of Functional Analysis}, pages={3996--4029}, author={Filipović, Damir and Kupper, Michael and Vogelpoth, Nicolas} }

2017-12-14T09:04:48Z Filipović, Damir Vogelpoth, Nicolas Kupper, Michael Separation and duality in locally L<sup>0</sup>-convex modules Motivated by financial applications, we study convex analysis for modules over the ordered ring L<sup>0</sup> of random variables. We establish a module analogue of locally convex vector spaces, namely locally L<sup>0</sup>-convex modules. In this context, we prove hyperplane separation theorems. We investigate continuity, subdifferentiability and dual representations of Fenchel–Moreau type for L<sup>0</sup>-convex functions from L<sup>0</sup>-modules into L<sup>0</sup>. Several examples and applications are given. Vogelpoth, Nicolas Kupper, Michael eng Filipović, Damir 2017-12-14T09:04:48Z 2009-06

This item appears in the following Collection(s)

Search KOPS


Browse

My Account