English

Random convex analysis (II): continuity and subdifferentiability theorems in $L^{0}$--pre--barreled random locally convex modules

Functional Analysis 2015-11-11 v2

Abstract

In this paper, we continue to study random convex analysis. First, we introduce the notion of an L0L^0--pre--barreled module. Then, we develop the theory of random duality under the framework of a random locally convex module endowed with the locally L0L^0--convex topology in order to establish a characterization for a random locally convex module to be L0L^0--pre--barreled, in particular we prove that the model space LFp(E)L^{p}_{\mathcal{F}}(\mathcal{E}) employed in the module approach to conditional risk measures is L0L^0--pre--barreled, which forms the most difficult part of this paper. Finally, we prove the continuity and subdifferentiability theorems for a proper lower semicontinuous L0L^0--convex function on an L0L^{0}--pre--barreled random locally convex module. So the principal results of this paper may be well suited to the study of continuity and subdifferentiability for L0L^0--convex conditional risk measures.

Keywords

Cite

@article{arxiv.1503.08637,
  title  = {Random convex analysis (II): continuity and subdifferentiability theorems in $L^{0}$--pre--barreled random locally convex modules},
  author = {Tiexin Guo and Shien Zhao and Xiaolin Zeng},
  journal= {arXiv preprint arXiv:1503.08637},
  year   = {2015}
}

Comments

19 pages. this article draws heavily from arXiv:1210.1848v6

R2 v1 2026-06-22T09:05:30.667Z