This is an announcement for the paper "Representation of increasing convex functionals with countably additive measures" by Patrick Cheridito, Michael Kupper and Ludovic Tangpi.

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.

Archive classification: math.FA

Mathematics Subject Classification: 47H07, 28C05, 28C15

Submitted from: dito@princeton.edu

The paper may be downloaded from the archive by web browser from URL

http://front.math.ucdavis.edu/1502.05763

or

http://arXiv.org/abs/1502.05763