A pointwise bipolar theorem
Functional Analysis
2019-02-12 v2
Abstract
We provide a pointwise bipolar theorem for liminf-closed convex sets of positive Borel measurable functions on a sigma-compact metric space without the assumption that the polar is a tight set of measures. As applications we derive a version of the transport duality under non-tight marginals, and a superhedging duality for semistatic hedging in discrete time.
Keywords
Cite
@article{arxiv.1702.02490,
title = {A pointwise bipolar theorem},
author = {Daniel Bartl and Michael Kupper},
journal= {arXiv preprint arXiv:1702.02490},
year = {2019}
}