中文

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 CLC\subset L^\infty such that CL+={0}C\cap L_+^\infty=\{0\} and CL+C\supset -L_+^\infty, there exists a strictly positive continuous linear functional, whose restriction on CC 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.

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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