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.
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| Veröffentlicht in: | Proceedings of the American Mathematical Society 2011-11, Vol.139 (11), p.4073-4086 |
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| container_end_page | 4086 |
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| container_issue | 11 |
| container_start_page | 4073 |
| container_title | Proceedings of the American Mathematical Society |
| container_volume | 139 |
| creator | KUPPER, MICHAEL SVINDLAND, GREGOR |
| description | 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. |
| doi_str_mv | 10.1090/S0002-9939-2011-10835-9 |
| format | Article |
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| ispartof | Proceedings of the American Mathematical Society, 2011-11, Vol.139 (11), p.4073-4086 |
| issn | 0002-9939 1088-6826 |
| language | eng |
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| source | American Mathematical Society Publications (Freely Accessible); Elektronische Zeitschriftenbibliothek - Frei zugängliche E-Journals; JSTOR Mathematics & Statistics; Jstor Complete Legacy; American Mathematical Society Publications |
| subjects | 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 |
| title | Dual representation of monotone convex functions on L^{0} |
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