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
2021-07-30T13:02:18Z
dc.date.available
2021-07-30T02:31:28Z
dc.date.available
2021-07-30T13:02:18Z
dc.date.issued
2021
dc.identifier.other
10.4064/sm181107-16-2
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/498471
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 Borel measurable functions. Our assumptions consist of sequential semicontinuity conditions which are easy to verify in different applications.
© 2021 Instytut Matematyczny PAN.
en_US
dc.language.iso
en
en_US
dc.publisher
Polish Academy of Sciences
en_US
dc.subject
representation theorems
en_US
dc.subject
increasing convex functionals
en_US
dc.subject
countably additive measures
en_US
dc.subject
regular measures
en_US
dc.title
Representation of increasing convex functionals with countably additive measures
en_US
dc.type
Journal Article
dc.date.published
2021-04-01
ethz.journal.title
Studia Mathematica
ethz.journal.volume
260
en_US
ethz.journal.issue
2
en_US
ethz.pages.start
121
en_US
ethz.pages.end
140
en_US
ethz.identifier.wos
ethz.publication.place
Warsaw
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09557 - Cheridito, Patrick / Cheridito, Patrick
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02204 - RiskLab / RiskLab
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::09557 - Cheridito, Patrick / Cheridito, Patrick
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02204 - RiskLab / RiskLab
ethz.date.deposited
2021-07-30T02:31:47Z
ethz.source
WOS
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2021-07-30T13:02:24Z
ethz.rosetta.lastUpdated
2022-03-29T10:50:30Z
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true
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