Conditional supremum in Riesz spaces and applications
Functional Analysis
2023-03-20 v1
Abstract
We extend the concept of conditional supremum to the measure-free setting of Riesz spaces via the conditional expectation operator. We explore its properties and show how this tool is crucial in generalizing various results across multiple disciplines to the framework of Riesz spaces. Among other applications, we utilize this concept in finance to derive characterizations of certain financial conditions.
Cite
@article{arxiv.2303.09868,
title = {Conditional supremum in Riesz spaces and applications},
author = {Youssef Azouzi and Mohamed Amine Ben Amor and Dorsaf Cherif and Marwa Masmoudi},
journal= {arXiv preprint arXiv:2303.09868},
year = {2023}
}