Random convex analysis (II): continuity and subdifferentiability theorems in $L^{0}$--pre--barreled random locally convex modules
Abstract
In this paper, we continue to study random convex analysis. First, we introduce the notion of an --pre--barreled module. Then, we develop the theory of random duality under the framework of a random locally convex module endowed with the locally --convex topology in order to establish a characterization for a random locally convex module to be --pre--barreled, in particular we prove that the model space employed in the module approach to conditional risk measures is --pre--barreled, which forms the most difficult part of this paper. Finally, we prove the continuity and subdifferentiability theorems for a proper lower semicontinuous --convex function on an --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 --convex conditional risk measures.
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