英文标题:
《On closedness of law-invariant convex sets in rearrangement invariant
spaces》
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作者:
Made Tantrawan, Denny H. Leung
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最新提交年份:
2019
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英文摘要:
This paper presents relations between several types of closedness of a law-invariant convex set in a rearrangement invariant space $\\mathcal{X}$. In particular, we show that order closedness, $\\sigma(\\mathcal{X},\\mathcal{X}_n^\\sim)$-closedness and $\\sigma(\\mathcal{X},L^\\infty)$-closedness of a law-invariant convex set in $\\mathcal{X}$ are equivalent, where $\\mathcal{X}_n^\\sim$ is the order continuous dual of $\\mathcal{X}$. We also provide some application to proper quasiconvex law-invariant functionals with the Fatou property.
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中文摘要:
本文给出了在重排不变空间$\\数学{X}中一个律不变凸集的几种闭性之间的关系。特别地,我们证明了$\\mathcal{X}、$\\mathcal{X}、$\\mathcal{X}n ^\\sim)$-闭和$\\sigma(\\mathcal{X},L ^\\infty)$-闭是等价的,其中$\\mathcal{X}n ^\\sim$是$\\mathcal{X}的顺序连续对偶。我们也给出了具有Fatou性质的拟凸律不变泛函的一些应用。
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Risk Management 风险管理
分类描述:Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类:Mathematics 数学
二级分类:Functional Analysis 功能分析
分类描述:Banach spaces, function spaces, real functions, integral transforms, theory of distributions, measure theory
Banach空间,函数空间,实函数,积分变换,分布理论,测度理论
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