Representation of increasing convex functionals with countably additive measures
Functional Analysis
2021-03-30 v2
Abstract
We derive two types of representation results for increasing convex functionals in terms of countably additive measures. The first is a max-representation of functionals defined on spaces of real-valued continuous functions and the second a sup-representation of functionals defined on spaces of real-valued Borel measurable functions. Our assumptions consist of sequential semicontinuity conditions which are easy to verify in different applications.
Cite
@article{arxiv.1502.05763,
title = {Representation of increasing convex functionals with countably additive measures},
author = {Patrick Cheridito and Michael Kupper and Ludovic Tangpi},
journal= {arXiv preprint arXiv:1502.05763},
year = {2021}
}