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Representation of increasing convex functionals with countably additive measures
Representation of increasing convex functionals with countably additive measures
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Date
2015
Authors
Cheridito, Patrick
Kupper, Michael
Tangpi, Ludovic
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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.
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510 Mathematics
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Conference
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