Abstract of a paper by Patrick Cheridito, Michael Kupper and Ludovic Tangpi
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
participants (1)
-
alspach@math.okstate.edu