$Dual representation of monotone convex functions on L^{0}$

Dual representation of monotone convex functions on L^{0}

We study monotone convex functions ψ : L⁰ (Ω, F, ℙ) → (—∞,∞] and derive a dual representation as well as conditions that ensure the existence of a σ-additive subgradient. The results are motivated by applications in economic agents' choice theory.

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Proceedings of the American Mathematical Society 2011-11, Vol.139 (11), p.4073-4086
Hauptverfasser:	KUPPER, MICHAEL, SVINDLAND, GREGOR
Format:	Artikel
Sprache:	eng
Schlagworte:	Algebra Banach space Convexity Economic theory Exact sciences and technology General mathematics General, history and biography Mathematical functions Mathematical monotonicity Mathematics Number theory Perceptron convergence procedure Preprints Random variables Sciences and techniques of general use Topology
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Beschreibung
Zusammenfassung:	We study monotone convex functions ψ : L⁰ (Ω, F, ℙ) → (—∞,∞] and derive a dual representation as well as conditions that ensure the existence of a σ-additive subgradient. The results are motivated by applications in economic agents' choice theory.
ISSN:	0002-9939 1088-6826
DOI:	10.1090/S0002-9939-2011-10835-9