Convex Increasing Functionals on $C_b(X)$ Spaces
Functional Analysis
2022-09-20 v1 Optimization and Control
Probability
Abstract
We prove that convex functions on a space satisfying a mild continuity condition can be represented using sigma additive measures. This generalises a result of Cheridito, Kupper and Tangpi,
Keywords
Cite
@article{arxiv.2209.08140,
title = {Convex Increasing Functionals on $C_b(X)$ Spaces},
author = {Freddy Delbaen},
journal= {arXiv preprint arXiv:2209.08140},
year = {2022}
}