Related papers: Monetary Utility Functions on $C_b(X)$ Spaces

We prove that convex functions on a $C_b(X)$ space satisfying a mild continuity condition can be represented using sigma additive measures. This generalises a result of Cheridito, Kupper and Tangpi,

We consider a stochastic financial incomplete market where the price processes are described by a vector-valued semimartingale that is possibly nonlocally bounded. We face the classical problem of utility maximization from terminal wealth,…

We construct the space of valuations on a quasi-Polish space in terms of the characterization of quasi-Polish spaces as spaces of ideals of a countable transitive relation. Our construction is closely related to domain theoretical work on…

Finite dimensional subspaces spanned by exponential functions in the space of square integrable functions on a finite interval of the real line are considered. Their limiting positions are studied and described in terms of expo-polynomials.

We give a new characterization of the space of functions of bounded variation in terms of a pointwise inequality connected to the maximal function of a measure. The characterization is new even in Euclidean spaces and it holds also in…

In this paper, we study the continuity of expected utility functions, and derive a necessary and sufficient condition for a weak order on the space of simple probabilities to have a continuous expected utility function. We also verify that…

We prove that every vertically nearly separately continuous function defined on a product of a strong PP-space and a topological space and with values in a strongly $\sigma$-metrizable space with a special stratification, is a pointwise…

We introduce notions of concavity for functions on balanced polyhedral spaces, and we show that concave functions on such spaces satisfy several strong continuity properties.

We introduce and study (metrically) quarter-stratifiable spaces and then apply them to generalize Rudin and Kuratowski-Montgomery theorems about the Baire and Borel complexity of separately continuous functions.

We show that, on any given finite Borel measure space with the ambient space being a Polish metric space, every Borel real-valued function is almost a bounded, uniformly continuous function in the sense that for every $\varepsilon > 0$…

In this paper, we find necessary and sufficient conditions for countable fan tightness and countable strong fan tightness of the space (briefly, $C_{p}(X,G)$) of all group-valued continuous functions endowed with the topology of pointwise…

We study functionals on the space of almost complex structures on a compact $\mathbb{C}$-manifold, whose variational properties could be used to tackle Yau's Challenge.

The main result of this paper characterizes the continuity from below of monotone functionals on the space $C_b$ of bounded continuous functions on an arbitrary Polish space as lower semicontinuity in the mixed topology. In this particular…

On any metric space, I provide an intrinsic characterization of those complex-valued functions which are uniform limits of Lipschitz functions. There are applications to function theory on complete Riemannian manifolds and, in particular,…

It is well known that a function is in a Bergman space of the unit ball if and only if it satisfies some Hardy-type inequalities. We extend this fact to Bergman-Orlicz spaces. As applications, we obtain Gustavsson-Peetre interpolation of…

The paper is concerned with b-metric and generalized b-metric spaces. One proves the existence of the completion of a generalized b-metric space and some fixed point results. The behavior of Lipschitz functions on b-metric spaces of…

We consider Banach valued Hardy and BMO spaces in the Bessel setting. Square functions associated with Poisson semigroups for Bessel operators are defined by using fractional derivatives. If B is a UMD Banach space we obtain for B-valued…

In this paper we characterize spaces of continuous and $L^p$-functions on a compact Hausdorff space that are invariant under a transitive and continuous group action. This work generalizes Nagel and Rudin's 1976 results concerning unitarily…

We consider approximation by functions with finite support and characterize its approximation spaces in terms of interpolation spaces and Lorentz spaces.

Let CBV denote the Banach algebra of all continuous real-valued functions of bounded variation, defined in [0,1]. We show that the set of strongly singular functions in CBV is nonseparably spaceable. We also prove that certain families of…