Fatou closedness under model uncertainty
DOI10.1007/s11117-018-0578-1zbMath1415.46007arXiv1610.04085OpenAlexW2963686658MaRDI QIDQ1624071
Marco Maggis, Gregor Svindland, Thilo Meyer-Brandis
Publication date: 15 November 2018
Published in: Positivity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.04085
fundamental theorem of asset pricingcapacitiesconvex duality under model uncertaintyFatou closedness propertysequential order closedness
Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Foundations of probability theory (60A99) Duality theory for topological vector spaces (46A20) Ordered topological linear spaces, vector lattices (46A40)
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