Aufgrund von Vorbereitungen auf eine neue Version von KOPS, können am Montag, 6.2. und Dienstag, 7.2. keine Publikationen eingereicht werden. (Due to preparations for a new version of KOPS, no publications can be submitted on Monday, Feb. 6 and Tuesday, Feb. 7.)
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.
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Subject (DDC): | 510 Mathematics |
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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} }