Related papers: $L^0$--convex compactness and random normal struct…

For the study of some typical problems in finance and economics, \v{Z}itkovi\'{c} %[G. \v{Z}itkovi\'{c}, Convex compactness and its applications, Math. Finan. Eco., 3(1)(2010) 1--12] introduced convex compactness and gave many remarkable…

In 2010, Gordan \v{Z}itkovi\'{c} introduced the notion of convex compactness for a convex subset of a linear topological space and gave some important applications to both nonlinear analysis and mathematical economics in [ Gordan…

In this paper, we first introduce and study the notion of random Chebyshev centers. Further, based on the recently developed theory of stable sets, we introduce the notion of random complete normal structure so that we can prove the two…

The purpose of this paper is to make a comprehensive connection between the basic results and properties derived from the two kinds of topologies (namely the $(\epsilon,\lambda)-$topology introduced by the author and the stronger locally…

Recently, based on the idea of randomizing space theory, random convex analysis has been being developed in order to deal with the corresponding problems in random environments such as analysis of conditional convex risk measures and the…

In this paper, we continue to study random convex analysis. First, we introduce the notion of an $L^0$--pre--barreled module. Then, we develop the theory of random duality under the framework of a random locally convex module endowed with…

Let $(\Omega,{\cal F},P)$ be a probability space and $L^{0}({\cal F},R)$ the algebra of equivalence classes of real-valued random variables on $(\Omega,{\cal F},P)$. When $L^{0}({\cal F},R)$ is endowed with the topology of convergence in…

Locally $L^0$-convex modules were introduced in [D. Filipovic, M. Kupper, N. Vogelpoth. Separation and duality in locally $L^0$-convex modules. J. Funct. Anal. 256(12), 3996-4029 (2009)] as the analytic basis for the study of conditional…

Theoretically speaking, there are four kinds of possibilities to define the random conjugate space of a random locally convex module. The purpose of this paper is to prove that among the four kinds there are only two which are universally…

Let $(\Omega,{\mathcal F},P)$ be a probability space and $L^0({\mathcal F})$ the algebra of equivalence classes of real-valued random variables defined on $(\Omega,{\mathcal F},P)$. A left module $M$ over the algebra $L^0({\mathcal…

Let $K$ be the scalar field of real numbers or complex numbers and $L^{0}(\mathcal{F},K)$ the algebra of equivalence classes of $K-$valued random variables defined on a probability space $(\Omega,\mathcal{F},P)$. In this paper, we first…

To provide a solid analytic foundation for the module approach to conditional risk measures, our purpose is to establish a complete random convex analysis over random locally convex modules by simultaneously considering the two kinds of…

In [8] probabilistic methods, in particular a variant of the Weak Law of Large Numbers related to the Bernoulli distribution, have been used to show that for every infinite compact spaces K and L there exists a sequence $(\mu_n)$ of…

To provide a solid analytic foundation for the module approach to conditional risk measures, this paper establishes a complete random convex analysis over random locally convex modules by simultaneously considering the two kinds of…

This paper constructs a counterexample showing that not every locally $L^0$--convex topology is necessarily induced by a family of $L^0$--seminorms. Random convex analysis is the analytic foundation for $L^0$--convex conditional risk…

Based on the recently developed theory of random sequential compactness, we prove the random Kakutani fixed point theorem in random normed modules: if G is a random sequentially compact L0-convex subset of a random normed module, then every…

We establish a Fenchel-Moreau type theorem for proper convex functions $f\colon X\to \bar{L}^0$, where $(X, Y, \langle \cdot,\cdot \rangle)$ is a dual pair of Banach spaces and $\bar L^0$ is the space of all extended real-valued functions…

This paper presents new approaches to the fixed point property for nonexpansive mappings in L^1 spaces. While it is well-known that L^1 fails the fixed point property in general, we provide a complete and self-contained proof that…

We obtain exhaustive results and treat in a unified way the question of boundedness, compactness, and weak compactness of composition operators from the Bloch space into any space from a large family of conformally invariant spaces that…

Several results in functional analysis are extended to the setting of $L^0$-modules, where $L^0$ denotes the ring of all measurable functions $x\colon \Omega\to \mathbb{R}$. The focus is on results involving compactness. To this end, a…