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

zbMATH Keywords

fundamental theorem of asset pricingcapacitiesconvex duality under model uncertaintyFatou closedness propertysequential order closedness

Mathematics Subject Classification ID

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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