The Kreps-Yan theorem for $L^\infty$
泛函分析
2007-05-23 v1
摘要
We prove the following version of the Kreps-Yan theorem. For any norm closed convex cone such that and , there exists a strictly positive continuous linear functional, whose restriction on is non-positive. The proof uses some tools from convex analysis in contrast to the case of a weakly Lindel\"of Banach space, where such approach is not needed.
引用
@article{arxiv.math/0412551,
title = {The Kreps-Yan theorem for $L^\infty$},
author = {Dmitry B. Rokhlin},
journal= {arXiv preprint arXiv:math/0412551},
year = {2007}
}
备注
8 pages